+166.2%
ABBV vs OKLO
+298.8%
-132.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +1.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +2.0% | -15.2% | +17.1% | +1.9% |
| 3M | +14.2% | -26.2% | +40.3% | +14.1% |
| 6M | +14.1% | -35.0% | +49.1% | +14.0% |
| YTD | +14.2% | -44.4% | +58.7% | +14.1% |
| 1Y | +24.2% | -45.9% | +70.2% | +24.0% |
| 3Y | +89.8% | +284.9% | -195.1% | +82.1% |
| 5Y | +187.2% | +305.3% | -118.1% | +170.9% |
| All | +166.2% | +298.8% | -132.6% | +151.7% |
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 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