+299.6%
OKLO vs QS
-79.0%
+378.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.6% | -6.1% |
| 7D | +0.1% | -5.0% | +5.1% | +1.2% |
| 30D | -15.2% | -18.3% | +3.1% | -11.2% |
| 3M | -26.2% | -26.0% | -0.2% | -21.0% |
| 6M | -35.0% | -24.0% | -11.0% | -29.9% |
| YTD | -44.4% | -50.3% | +5.9% | -35.4% |
| 1Y | -45.9% | -38.0% | -8.0% | -37.5% |
| 3Y | +284.9% | -24.6% | +309.5% | +315.7% |
| 5Y | +305.3% | -75.4% | +380.7% | +340.8% |
| All | +299.6% | -79.0% | +378.6% | +335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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