+334.0%
OKLO vs ZCMD
-100.0%
+434.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +4.9% |
| 7D | +12.4% | -1.4% | +13.8% | +12.4% |
| 30D | -10.6% | -21.6% | +11.0% | -10.6% |
| 3M | -26.5% | -67.4% | +40.8% | -26.3% |
| 6M | -25.6% | -99.4% | +73.8% | -32.3% |
| YTD | -39.6% | -99.7% | +60.1% | -46.6% |
| 1Y | -38.8% | -99.9% | +61.1% | -47.4% |
| 3Y | +318.1% | -100.0% | +418.0% | +260.0% |
| 5Y | +339.7% | -100.0% | +439.7% | +279.5% |
| All | +334.0% | -100.0% | +434.0% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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