+310.9%
OKLO vs QS
-25.4%
+336.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | +0.8% |
| 7D | +7.7% | -4.2% | +11.9% | +9.5% |
| 30D | -4.3% | -15.7% | +11.4% | +2.2% |
| 3M | -24.6% | -28.7% | +4.1% | -14.5% |
| 6M | -31.1% | -23.2% | -7.9% | -22.4% |
| YTD | -40.7% | -49.9% | +9.2% | -23.6% |
| 1Y | -42.4% | -38.8% | -3.6% | -27.4% |
| All | +310.9% | -25.4% | +336.3% | +343.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling