+139.7%
OKLO vs MOD
+693.8%
-554.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +27.9% | -30.0% | -12.6% |
| 7D | +1.6% | +40.4% | -38.8% | -12.3% |
| 30D | -17.6% | -14.0% | -3.6% | -14.8% |
| 3M | -48.5% | -33.3% | -15.2% | -41.7% |
| 6M | -65.7% | -51.4% | -14.3% | -56.6% |
| YTD | -66.7% | +1.6% | -68.3% | -68.2% |
| 1Y | -76.5% | +5.4% | -81.8% | -77.8% |
| 3Y | +132.5% | +191.0% | -58.5% | +108.1% |
| 5Y | +142.8% | +1,093.1% | -950.3% | +116.8% |
| All | +139.7% | +693.8% | -554.1% | +113.1% |
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