+160.8%
OKLO vs QLD
+149.9%
+10.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.8% | +7.2% | +6.5% |
| 7D | +14.1% | -1.4% | +15.5% | +16.6% |
| 30D | -22.7% | -19.6% | -3.1% | -1.6% |
| 3M | -44.6% | -14.1% | -30.4% | -34.0% |
| 6M | -63.0% | -13.6% | -49.4% | -56.0% |
| YTD | -62.6% | +12.5% | -75.1% | -65.7% |
| 1Y | -76.2% | +13.1% | -89.3% | -78.0% |
| 3Y | +160.8% | +154.7% | +6.1% | +81.1% |
| All | +160.8% | +149.9% | +10.9% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling