-3.2%
QBTS vs OKLO
+139.2%
-142.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.9% |
| 7D | -10.5% | +1.6% | -12.1% | -11.0% |
| 30D | -20.5% | -17.6% | -2.9% | -13.5% |
| 3M | -54.3% | -48.5% | -5.8% | -40.0% |
| 6M | -55.4% | -65.7% | +10.3% | -30.9% |
| YTD | -63.4% | -66.7% | +3.2% | -42.8% |
| 1Y | -59.1% | -76.5% | +17.3% | -27.9% |
| 3Y | +1,216.8% | +132.5% | +1,084.3% | +1,550.5% |
| 5Y | -2.6% | +142.8% | -145.5% | +16.9% |
| All | -3.2% | +139.2% | -142.4% | +16.3% |
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