-65.1%
QBTS vs OKLO
-81.5%
+16.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +4.6% |
| 7D | -11.8% | -18.4% | +6.6% | +2.9% |
| 30D | -33.6% | -38.5% | +4.9% | -4.1% |
| 3M | -52.5% | -48.9% | -3.5% | -22.8% |
| 6M | -50.4% | -67.8% | +17.4% | +14.7% |
| YTD | -60.3% | -69.2% | +8.9% | -13.1% |
| 1Y | -65.1% | -80.3% | +15.2% | +4.6% |
| All | -65.1% | -81.5% | +16.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling