+136.0%
OKLO vs QLD
+107.7%
+28.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +2.5% | +20.1% | +21.4% |
| 7D | -6.7% | -10.3% | +3.5% | -1.0% |
| 30D | -36.0% | -26.1% | -10.0% | -25.1% |
| 3M | -44.2% | -17.8% | -26.4% | -37.7% |
| 6M | -70.4% | -15.6% | -54.9% | -67.0% |
| YTD | -67.2% | +5.4% | -72.6% | -66.3% |
| 1Y | -77.9% | +5.2% | -83.2% | -77.2% |
| 3Y | +128.4% | +139.4% | -11.0% | +112.7% |
| 5Y | +139.1% | +66.7% | +72.4% | +124.3% |
| All | +136.0% | +107.7% | +28.3% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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