+24.5%
ALAB vs OKLO
-81.5%
+106.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.4% | -1.5% |
| 7D | -24.9% | -18.4% | -6.4% | -16.5% |
| 30D | -38.4% | -38.5% | +0.1% | -21.3% |
| 3M | -38.3% | -48.9% | +10.7% | -15.9% |
| 6M | +10.9% | -67.8% | +78.7% | +81.6% |
| YTD | +34.2% | -69.2% | +103.4% | +105.4% |
| 1Y | +24.5% | -80.3% | +104.8% | +118.6% |
| All | +24.5% | -81.5% | +106.0% | +118.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling