+249.6%
OKLO vs MTCH
-0.9%
+250.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.5% | -9.5% |
| 7D | -12.2% | +1.3% | -13.5% | -12.6% |
| 30D | -19.7% | +15.9% | -35.6% | -22.9% |
| 3M | -37.4% | +23.3% | -60.7% | -41.0% |
| 6M | -42.3% | +40.1% | -82.4% | -47.1% |
| YTD | -49.5% | +33.6% | -83.1% | -53.2% |
| 1Y | -54.7% | +14.1% | -68.8% | -56.6% |
| 3Y | +249.6% | +1.4% | +248.2% | +201.0% |
| All | +249.6% | -0.9% | +250.5% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling