+132.5%
OKLO vs NOC
+24.7%
+107.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.1% |
| 7D | +1.6% | +4.8% | -3.3% | +2.4% |
| 30D | -17.6% | +11.0% | -28.7% | -15.8% |
| 3M | -48.5% | -3.8% | -44.7% | -48.6% |
| 6M | -65.7% | +0.6% | -66.3% | -65.4% |
| YTD | -66.7% | -2.3% | -64.4% | -65.6% |
| 1Y | -76.5% | +0.3% | -76.7% | -75.4% |
| 3Y | +132.5% | +24.6% | +107.9% | +190.2% |
| All | +132.5% | +24.7% | +107.8% | +190.2% |
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