+334.0%
OKLO vs NOC
+53.1%
+280.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +5.0% |
| 7D | +12.4% | -2.7% | +15.1% | +12.1% |
| 30D | -10.6% | -8.9% | -1.7% | -11.2% |
| 3M | -26.5% | -3.7% | -22.8% | -26.7% |
| 6M | -25.6% | -30.8% | +5.2% | -28.1% |
| YTD | -39.6% | -7.9% | -31.7% | -39.4% |
| 1Y | -38.8% | -9.4% | -29.3% | -38.6% |
| 3Y | +318.1% | +29.0% | +289.1% | +341.1% |
| 5Y | +339.7% | +56.1% | +283.6% | +359.2% |
| All | +334.0% | +53.1% | +280.9% | +354.8% |
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