+48.4%
QCOM vs OKLO
+130.2%
-81.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -2.4% |
| 7D | +4.3% | +1.6% | +2.7% | +4.0% |
| 30D | -0.1% | -17.6% | +17.5% | +1.4% |
| 3M | +5.2% | -48.5% | +53.7% | +11.1% |
| 6M | -18.4% | -65.7% | +47.3% | -11.3% |
| YTD | +2.4% | -66.7% | +69.1% | +10.4% |
| 1Y | +0.9% | -76.5% | +77.4% | +10.8% |
| 3Y | +48.4% | +132.5% | -84.1% | +35.5% |
| All | +48.4% | +130.2% | -81.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling