+310.9%
OKLO vs NOC
+28.0%
+282.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.8% |
| 7D | +7.7% | -1.6% | +9.3% | +7.4% |
| 30D | -4.3% | -10.4% | +6.1% | -5.9% |
| 3M | -24.6% | -5.6% | -19.0% | -25.2% |
| 6M | -31.1% | -30.4% | -0.7% | -35.4% |
| YTD | -40.7% | -8.5% | -32.2% | -40.0% |
| 1Y | -42.4% | -8.3% | -34.1% | -41.5% |
| All | +310.9% | +28.0% | +282.9% | +379.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling