+248.5%
ALAB vs OKLO
+131.0%
+117.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +1.3% |
| 7D | -7.5% | +6.8% | -14.3% | -8.8% |
| 30D | -36.8% | -27.7% | -9.1% | -31.7% |
| 3M | -31.9% | -43.6% | +11.8% | -22.5% |
| 6M | +8.2% | -65.4% | +73.6% | +36.1% |
| YTD | +29.9% | -65.0% | +95.0% | +59.9% |
| 1Y | +24.4% | -77.5% | +101.9% | +63.9% |
| All | +248.5% | +131.0% | +117.5% | +220.2% |
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