+326.6%
OKLO vs MTUM
+94.9%
+231.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +7.7% | +4.1% | +3.6% | +2.6% |
| 30D | -4.3% | +0.6% | -5.0% | -5.0% |
| 3M | -24.6% | -0.6% | -24.0% | -24.0% |
| 6M | -31.1% | +25.3% | -56.4% | -45.8% |
| YTD | -40.7% | +23.8% | -64.5% | -51.9% |
| 1Y | -42.4% | +25.4% | -67.8% | -52.8% |
| 3Y | +310.9% | +117.3% | +193.6% | +194.2% |
| 5Y | +332.6% | +79.7% | +253.0% | +212.0% |
| All | +326.6% | +94.9% | +231.6% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling