+92.4%
OKLO vs QLD
+102.5%
-10.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -12.7% | -0.5% | -6.7% |
| 7D | -28.4% | -18.6% | -9.8% | -20.3% |
| 30D | -50.2% | -28.3% | -21.9% | -40.9% |
| 3M | -55.3% | -20.4% | -35.0% | -49.4% |
| 6M | -71.9% | -14.3% | -57.6% | -68.8% |
| YTD | -73.2% | +2.8% | -76.0% | -72.3% |
| 1Y | -84.2% | -1.2% | -82.9% | -83.2% |
| 3Y | +86.4% | +135.3% | -48.9% | +75.4% |
| 5Y | +94.9% | +62.6% | +32.4% | +84.9% |
| All | +92.4% | +102.5% | -10.2% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling