-35.3%
AAL vs OKLO
+139.2%
-174.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -0.1% | +1.6% | -1.6% | -0.2% |
| 30D | +11.7% | -17.6% | +29.3% | +13.4% |
| 3M | -12.5% | -48.5% | +36.0% | -7.4% |
| 6M | +3.6% | -65.7% | +69.3% | +13.0% |
| YTD | -14.1% | -66.7% | +52.6% | -7.4% |
| 1Y | +0.8% | -76.5% | +77.2% | +11.1% |
| 3Y | +11.8% | +132.5% | -120.7% | -11.2% |
| 5Y | -35.1% | +142.8% | -177.9% | -50.8% |
| All | -35.3% | +139.2% | -174.5% | -48.9% |
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