-80.3%
OKLO vs OMC
+24.5%
-104.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.2% | -11.1% | -5.0% |
| 7D | -18.4% | +12.5% | -31.0% | -17.0% |
| 30D | -38.5% | +16.3% | -54.8% | -37.2% |
| 3M | -48.9% | +8.1% | -57.0% | -48.2% |
| 6M | -67.8% | +17.2% | -84.9% | -67.0% |
| YTD | -69.2% | +11.8% | -80.9% | -70.1% |
| 1Y | -80.3% | +23.9% | -104.2% | -79.5% |
| All | -80.3% | +24.5% | -104.8% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling