+2.4%
QCOM vs OKLO
-77.5%
+79.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.6% |
| 7D | +13.0% | +27.3% | -14.3% | +6.1% |
| 30D | +0.2% | -23.1% | +23.2% | +5.2% |
| 3M | +9.2% | -45.8% | +55.0% | +22.6% |
| 6M | -15.0% | -66.8% | +51.8% | +3.4% |
| YTD | +5.2% | -65.9% | +71.1% | +23.9% |
| 1Y | +2.4% | -78.0% | +80.4% | +26.9% |
| All | +2.4% | -77.5% | +79.8% | +26.9% |
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