+145.0%
OKLO vs NOC
+62.1%
+82.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.5% |
| 7D | +27.3% | +4.5% | +22.8% | +27.9% |
| 30D | -23.1% | +14.1% | -37.1% | -21.9% |
| 3M | -45.8% | -4.5% | -41.4% | -45.9% |
| 6M | -66.8% | -0.8% | -66.0% | -66.7% |
| YTD | -65.9% | -2.5% | -63.4% | -65.5% |
| 1Y | -78.0% | -0.1% | -77.9% | -77.6% |
| 3Y | +137.4% | +24.6% | +112.8% | +152.5% |
| 5Y | +148.2% | +65.6% | +82.6% | +161.3% |
| All | +145.0% | +62.1% | +82.9% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling