+270.7%
OKLO vs MTUM
+78.7%
+192.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -54.1% |
| YTD | -49.5% | +22.9% | -72.4% | -58.9% |
| 1Y | -54.7% | +21.8% | -76.5% | -61.9% |
| 3Y | +249.6% | +114.4% | +135.2% | +151.1% |
| All | +270.7% | +78.7% | +192.1% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling