+34.0%
QCOM vs OKLO
+135.5%
-101.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +22.7% | -17.1% | +3.3% |
| 7D | +0.4% | -6.7% | +7.1% | +0.8% |
| 30D | -6.6% | -36.0% | +29.4% | -3.0% |
| 3M | +3.7% | -44.2% | +47.9% | +8.7% |
| 6M | -13.3% | -70.4% | +57.1% | -4.7% |
| YTD | -1.8% | -67.2% | +65.4% | +6.1% |
| 1Y | -2.5% | -77.9% | +75.4% | +7.5% |
| 3Y | +47.0% | +128.4% | -81.5% | +33.0% |
| 5Y | +13.1% | +139.1% | -126.0% | +2.6% |
| All | +34.0% | +135.5% | -101.5% | +22.0% |
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 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