+201.6%
ABBV vs OKLO
+141.6%
+60.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | +1.3% | +1.6% | -0.3% | +1.3% |
| 30D | +4.7% | -17.6% | +22.3% | +4.6% |
| 3M | +18.3% | -48.5% | +66.9% | +17.9% |
| 6M | +43.4% | -65.7% | +109.0% | +42.9% |
| YTD | +33.0% | -66.7% | +99.7% | +32.4% |
| 1Y | +30.8% | -76.5% | +107.3% | +30.3% |
| 3Y | +135.1% | +132.5% | +2.7% | +130.4% |
| All | +201.6% | +141.6% | +60.0% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling