+31.0%
ABNB vs OKLO
+139.2%
-108.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.3% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | +11.8% | -17.6% | +29.4% | +12.8% |
| 3M | +0.9% | -48.5% | +49.4% | +4.5% |
| 6M | +40.5% | -65.7% | +106.1% | +48.4% |
| YTD | +37.6% | -66.7% | +104.3% | +44.0% |
| 1Y | +54.1% | -76.5% | +130.6% | +63.9% |
| 3Y | +56.8% | +132.5% | -75.7% | +30.1% |
| 5Y | -9.6% | +142.8% | -152.4% | -28.0% |
| All | +31.0% | +139.2% | -108.2% | +7.0% |
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 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