+168.9%
OKLO vs MOD
+521.1%
-352.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +9.9% | +4.1% | +10.1% |
| 7D | +14.1% | -13.9% | +28.1% | +20.5% |
| 30D | -22.7% | -41.5% | +18.9% | -5.5% |
| 3M | -44.6% | -45.7% | +1.2% | -30.8% |
| 6M | -63.0% | -61.1% | -1.9% | -48.0% |
| YTD | -62.6% | -20.5% | -42.1% | -60.1% |
| 1Y | -76.2% | -32.1% | -44.0% | -73.1% |
| 3Y | +160.8% | +146.5% | +14.4% | +161.2% |
| 5Y | +172.5% | +812.7% | -640.2% | +172.0% |
| All | +168.9% | +521.1% | -352.2% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling