+10.9%
QCOM vs OKLO
-38.6%
+49.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.8% | +2.4% |
| 7D | +5.1% | +12.4% | -7.3% | +3.1% |
| 30D | +4.3% | -10.6% | +14.8% | +5.8% |
| 3M | -19.6% | -26.5% | +6.9% | -16.5% |
| 6M | +29.5% | -25.6% | +55.1% | +33.6% |
| YTD | +3.4% | -39.6% | +43.0% | +8.0% |
| 1Y | +10.9% | -38.8% | +49.7% | +19.7% |
| All | +10.9% | -38.6% | +49.5% | +19.7% |
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