+384.5%
ALAB vs OKLO
+292.0%
+92.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.4% |
| 7D | +9.6% | +7.7% | +1.9% | +7.8% |
| 30D | -5.3% | -4.3% | -0.9% | -4.8% |
| 3M | -12.0% | -24.6% | +12.6% | -6.6% |
| 6M | +145.7% | -31.1% | +176.8% | +161.5% |
| YTD | +80.7% | -40.7% | +121.3% | +96.4% |
| 1Y | +40.1% | -42.4% | +82.6% | +49.3% |
| All | +384.5% | +292.0% | +92.5% | +293.5% |
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