+86.2%
OKLO vs QLD
+134.4%
-48.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -12.7% | -0.5% | +0.5% |
| 7D | -28.4% | -18.6% | -9.8% | -10.8% |
| 30D | -50.2% | -28.3% | -21.9% | -28.8% |
| 3M | -55.3% | -20.4% | -35.0% | -42.6% |
| 6M | -71.9% | -14.3% | -57.6% | -66.5% |
| YTD | -73.2% | +2.8% | -76.0% | -73.2% |
| 1Y | -84.2% | -1.2% | -82.9% | -83.3% |
| All | +86.2% | +134.4% | -48.1% | +41.7% |
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 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