-69.0%
OKLO vs Q
+78.4%
-147.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -3.1% |
| 7D | +7.7% | +6.6% | +1.1% | +2.4% |
| 30D | -4.3% | -6.6% | +2.2% | +0.3% |
| 3M | -24.6% | -13.2% | -11.4% | -18.5% |
| 6M | -31.1% | +9.9% | -41.0% | -38.9% |
| YTD | -40.7% | +53.9% | -94.6% | -61.5% |
| All | -69.0% | +78.4% | -147.5% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling