-0.4%
QBTS vs OKLO
+144.5%
-144.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.5% | -2.2% | -5.3% |
| 7D | +8.7% | +27.3% | -18.6% | -1.4% |
| 30D | -26.5% | -23.1% | -3.4% | -17.6% |
| 3M | -52.6% | -45.8% | -6.7% | -39.0% |
| 6M | -56.0% | -66.8% | +10.8% | -31.0% |
| YTD | -62.4% | -65.9% | +3.6% | -41.7% |
| 1Y | -62.7% | -78.0% | +15.3% | -32.9% |
| 3Y | +1,266.7% | +137.4% | +1,129.3% | +1,594.8% |
| 5Y | +0.2% | +148.2% | -148.0% | +19.2% |
| All | -0.4% | +144.5% | -144.9% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling