+299.6%
OKLO vs NOC
+53.2%
+246.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -6.3% |
| 7D | +0.1% | -1.8% | +1.9% | -0.1% |
| 30D | -15.2% | -9.4% | -5.7% | -15.9% |
| 3M | -26.2% | -3.8% | -22.3% | -26.4% |
| 6M | -35.0% | -28.8% | -6.3% | -37.0% |
| YTD | -44.4% | -7.9% | -36.5% | -44.2% |
| 1Y | -45.9% | -9.0% | -36.9% | -45.7% |
| 3Y | +284.9% | +29.1% | +255.9% | +306.2% |
| 5Y | +305.3% | +58.9% | +246.3% | +322.7% |
| All | +299.6% | +53.2% | +246.4% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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