+159.1%
OKLO vs QLD
+129.3%
+29.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.6% | +0.7% |
| 7D | +16.9% | -1.2% | +18.1% | +18.4% |
| 30D | -19.7% | -15.7% | -4.0% | -11.9% |
| 3M | -45.0% | -10.0% | -35.0% | -41.3% |
| 6M | -66.9% | -11.2% | -55.7% | -64.1% |
| YTD | -64.0% | +16.4% | -80.3% | -64.8% |
| 1Y | -75.2% | +12.7% | -87.9% | -75.3% |
| 3Y | +151.1% | +152.3% | -1.2% | +122.8% |
| 5Y | +162.8% | +91.8% | +71.0% | +134.8% |
| All | +159.1% | +129.3% | +29.8% | +129.7% |
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