+313.5%
OKLO vs OMC
+26.2%
+287.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.9% |
| 7D | +2.8% | -6.4% | +9.2% | +3.8% |
| 30D | -4.0% | +1.1% | -5.1% | -4.2% |
| 3M | -36.9% | +10.4% | -47.3% | -38.1% |
| 6M | -37.1% | -1.7% | -35.4% | -37.2% |
| YTD | -42.5% | +4.4% | -46.9% | -43.3% |
| 1Y | -40.7% | +8.4% | -49.2% | -42.4% |
| 3Y | +299.1% | +14.4% | +284.7% | +305.8% |
| 5Y | +317.3% | +33.9% | +283.4% | +324.5% |
| All | +313.5% | +26.2% | +287.3% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling