+105.3%
QQQ vs OKLO
+262.2%
-156.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.2% | +10.1% | +1.5% |
| 7D | -0.6% | -12.2% | +11.7% | +0.3% |
| 30D | -1.2% | -19.7% | +18.5% | +0.1% |
| 3M | -0.2% | -37.4% | +37.2% | +2.5% |
| 6M | +17.9% | -42.3% | +60.2% | +20.9% |
| YTD | +16.6% | -49.5% | +66.2% | +20.0% |
| 1Y | +23.0% | -54.7% | +77.7% | +25.9% |
| 3Y | +92.9% | +249.6% | -156.7% | +67.1% |
| 5Y | +95.6% | +268.1% | -172.5% | +67.1% |
| All | +105.3% | +262.2% | -156.9% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling