+262.9%
OKLO vs MTUM
+93.5%
+169.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.5% | -10.8% |
| 7D | -12.2% | +0.7% | -13.0% | -13.0% |
| 30D | -19.7% | -2.4% | -17.3% | -17.1% |
| 3M | -37.4% | -3.6% | -33.8% | -34.6% |
| 6M | -42.3% | +23.7% | -65.9% | -53.9% |
| YTD | -49.5% | +22.9% | -72.4% | -58.7% |
| 1Y | -54.7% | +21.8% | -76.5% | -61.8% |
| 3Y | +249.6% | +114.4% | +135.2% | +152.4% |
| 5Y | +268.1% | +79.6% | +188.5% | +167.5% |
| All | +262.9% | +93.5% | +169.4% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling