+151.4%
OKLO vs QLD
+119.2%
+32.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.9% |
| 7D | +6.8% | -3.8% | +10.6% | +9.7% |
| 30D | -27.7% | -20.5% | -7.1% | -18.2% |
| 3M | -43.6% | -14.6% | -29.0% | -38.2% |
| 6M | -65.4% | -14.7% | -50.7% | -61.6% |
| YTD | -65.0% | +11.2% | -76.2% | -65.0% |
| 1Y | -77.5% | +7.1% | -84.6% | -77.0% |
| 3Y | +143.6% | +141.1% | +2.5% | +121.3% |
| 5Y | +154.7% | +84.3% | +70.4% | +133.0% |
| All | +151.4% | +119.2% | +32.2% | +128.2% |
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