-29.4%
OKLO vs MUZ
-54.9%
+25.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.5% | -15.8% | -4.3% |
| 7D | +0.1% | -7.7% | +7.8% | -1.1% |
| 30D | -15.2% | -29.2% | +14.0% | -19.7% |
| 3M | -26.2% | -62.5% | +36.3% | -31.1% |
| All | -29.4% | -54.9% | +25.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling