+75.4%
QBTS vs OKLO
+334.8%
-259.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | +3.8% | +7.7% | -3.9% | +0.8% |
| 30D | -15.2% | -4.3% | -10.9% | -13.8% |
| 3M | -27.2% | -24.6% | -2.6% | -18.2% |
| 6M | -10.1% | -31.1% | +21.0% | +5.4% |
| YTD | -34.5% | -40.7% | +6.1% | -19.1% |
| 1Y | +6.0% | -42.4% | +48.5% | +36.3% |
| 3Y | +1,779.3% | +310.9% | +1,468.3% | +1,760.4% |
| 5Y | +75.4% | +332.6% | -257.2% | +67.2% |
| All | +75.4% | +334.8% | -259.4% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling