+36.7%
QCOM vs OKLO
+312.7%
-276.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | +3.3% | +2.8% | +0.5% | +3.1% |
| 30D | +7.7% | -4.0% | +11.7% | +7.9% |
| 3M | -30.1% | -36.9% | +6.8% | -27.6% |
| 6M | +22.8% | -37.1% | +60.0% | +26.4% |
| YTD | +0.2% | -42.5% | +42.7% | +3.3% |
| 1Y | +7.9% | -40.7% | +48.6% | +9.7% |
| 3Y | +55.8% | +299.1% | -243.3% | +34.4% |
| 5Y | +30.1% | +317.3% | -287.2% | +12.4% |
| All | +36.7% | +312.7% | -276.0% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling