+155.0%
OKLO vs MOD
+787.0%
-632.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.3% |
| 7D | +6.8% | -17.8% | +24.7% | +15.2% |
| 30D | -27.7% | -43.2% | +15.5% | -9.8% |
| 3M | -43.6% | -46.0% | +2.4% | -28.8% |
| 6M | -65.4% | -62.2% | -3.2% | -50.2% |
| YTD | -65.0% | -22.8% | -42.2% | -62.3% |
| 1Y | -77.5% | -35.5% | -42.0% | -74.0% |
| 3Y | +143.6% | +128.2% | +15.4% | +145.2% |
| All | +155.0% | +787.0% | -632.0% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling