-58.8%
ADBE vs OKLO
+130.2%
-189.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.9% |
| 7D | +1.6% | +1.6% | 0.0% | +1.6% |
| 30D | +1.0% | -17.6% | +18.6% | +1.1% |
| 3M | -10.1% | -48.5% | +38.4% | -9.7% |
| 6M | +3.0% | -65.7% | +68.6% | +4.0% |
| YTD | -30.5% | -66.7% | +36.1% | -30.1% |
| 1Y | -27.1% | -76.5% | +49.3% | -26.3% |
| 3Y | -58.8% | +132.5% | -191.3% | -64.4% |
| All | -58.8% | +130.2% | -189.0% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling