+92.4%
OKLO vs MOD
+434.8%
-342.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -7.3% | -5.9% | -10.4% |
| 7D | -28.4% | -34.2% | +5.8% | -16.6% |
| 30D | -50.2% | -51.9% | +1.7% | -34.7% |
| 3M | -55.3% | -53.0% | -2.3% | -41.3% |
| 6M | -71.9% | -66.4% | -5.6% | -58.5% |
| 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% | +96.7% |
| 5Y | +94.9% | +713.8% | -618.9% | +105.2% |
| All | +92.4% | +434.8% | -342.4% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling