+168.9%
OKLO vs MSCI
+24.3%
+144.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.8% | +13.1% | +13.9% |
| 7D | +14.1% | +1.5% | +12.7% | +13.9% |
| 30D | -22.7% | +14.4% | -37.0% | -23.9% |
| 3M | -44.6% | +15.2% | -59.8% | -45.5% |
| 6M | -63.0% | +11.2% | -74.2% | -63.7% |
| YTD | -62.6% | +13.9% | -76.5% | -63.5% |
| 1Y | -76.2% | +12.5% | -88.7% | -76.7% |
| 3Y | +160.8% | +32.3% | +128.5% | +150.2% |
| 5Y | +172.5% | +4.9% | +167.6% | +166.1% |
| All | +168.9% | +24.3% | +144.6% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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