+43.0%
QCOM vs OKLO
+158.6%
-115.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.5% |
| 7D | +2.0% | +16.9% | -15.0% | +0.2% |
| 30D | +1.2% | -19.7% | +20.9% | +2.9% |
| 3M | +9.1% | -45.0% | +54.1% | +14.4% |
| 6M | -25.0% | -66.9% | +41.9% | -18.4% |
| YTD | +4.8% | -64.0% | +68.8% | +12.2% |
| 1Y | +3.6% | -75.2% | +78.8% | +13.0% |
| 3Y | +51.5% | +151.1% | -99.6% | +35.7% |
| 5Y | +19.7% | +162.8% | -143.1% | +7.5% |
| All | +43.0% | +158.6% | -115.6% | +29.0% |
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