-40.7%
OKLO vs MTUM
+26.3%
-67.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | -0.1% |
| 7D | +2.8% | +1.7% | +1.1% | -0.5% |
| 30D | -4.0% | -1.7% | -2.3% | -0.8% |
| 3M | -36.9% | -6.3% | -30.5% | -30.6% |
| 6M | -37.1% | +21.8% | -59.0% | -66.3% |
| YTD | -42.5% | +22.0% | -64.5% | -69.5% |
| 1Y | -40.7% | +25.3% | -66.1% | -70.0% |
| All | -40.7% | +26.3% | -67.0% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling