+365.7%
ALAB vs OKLO
+298.8%
+66.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.9% | -11.9% | -8.0% |
| 7D | +3.2% | +12.4% | -9.2% | +0.5% |
| 30D | -13.6% | -10.6% | -3.0% | -11.8% |
| 3M | -16.6% | -26.5% | +9.9% | -11.1% |
| 6M | +142.3% | -25.6% | +168.0% | +154.1% |
| YTD | +73.6% | -39.6% | +113.3% | +88.1% |
| 1Y | +33.7% | -38.8% | +72.4% | +40.8% |
| All | +365.7% | +298.8% | +66.9% | +276.8% |
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