+313.5%
OKLO vs QS
-77.8%
+391.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +2.8% | -2.3% | +5.1% | +3.4% |
| 30D | -4.0% | -0.7% | -3.3% | -3.6% |
| 3M | -36.9% | -39.6% | +2.8% | -29.5% |
| 6M | -37.1% | -21.7% | -15.4% | -32.7% |
| YTD | -42.5% | -47.4% | +4.9% | -33.9% |
| 1Y | -40.7% | -28.4% | -12.3% | -33.2% |
| 3Y | +299.1% | -22.6% | +321.7% | +325.7% |
| 5Y | +317.3% | -75.6% | +392.9% | +348.3% |
| All | +313.5% | -77.8% | +391.3% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling