+94.3%
OKLO vs MOD
+703.1%
-608.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -7.3% | -5.9% | -10.3% |
| 7D | -28.4% | -34.2% | +5.8% | -16.1% |
| 30D | -50.2% | -51.9% | +1.7% | -34.1% |
| 3M | -55.3% | -53.0% | -2.3% | -40.7% |
| 6M | -71.9% | -66.4% | -5.6% | -57.9% |
| YTD | -73.2% | -31.5% | -41.7% | -69.9% |
| 1Y | -84.2% | -39.6% | -44.6% | -81.3% |
| 3Y | +86.4% | +116.8% | -30.4% | +95.6% |
| All | +94.3% | +703.1% | -608.7% | +103.4% |
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 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