-81.2%
OKLO vs Q
+80.0%
-161.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +1.1% |
| 7D | +16.9% | +6.6% | +10.3% | +12.3% |
| 30D | -19.7% | +2.7% | -22.4% | -21.1% |
| 3M | -45.0% | -8.4% | -36.6% | -41.4% |
| 6M | -66.9% | -17.3% | -49.6% | -62.8% |
| YTD | -64.0% | +55.3% | -119.3% | -76.8% |
| 1Y | -75.2% | +31.5% | -106.6% | -82.8% |
| All | -81.2% | +80.0% | -161.2% | -87.0% |
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