+272.3%
ALAB vs OKLO
+138.1%
+134.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +6.1% |
| 7D | +3.4% | +16.9% | -13.5% | -0.2% |
| 30D | -28.8% | -19.7% | -9.0% | -24.8% |
| 3M | -26.0% | -45.0% | +19.0% | -15.3% |
| 6M | +11.4% | -66.9% | +78.3% | +41.0% |
| YTD | +38.8% | -64.0% | +102.8% | +69.6% |
| 1Y | +37.8% | -75.2% | +113.0% | +78.3% |
| All | +272.3% | +138.1% | +134.1% | +239.7% |
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