+141.4%
OKLO vs QS
-90.5%
+231.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -0.9% |
| 7D | +1.6% | -14.0% | +15.6% | +5.6% |
| 30D | -17.6% | -6.4% | -11.3% | -16.0% |
| 3M | -48.5% | -40.3% | -8.2% | -41.2% |
| 6M | -65.7% | -57.5% | -8.2% | -57.5% |
| YTD | -66.7% | -64.7% | -2.0% | -57.2% |
| 1Y | -76.5% | -72.9% | -3.6% | -68.2% |
| 3Y | +132.5% | -33.5% | +165.9% | +175.1% |
| All | +141.4% | -90.5% | +231.9% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling