+61.4%
AMAT vs OKLO
-81.5%
+142.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.8% | +2.6% | -1.5% |
| 7D | -11.2% | -18.4% | +7.2% | -5.4% |
| 30D | -31.9% | -38.5% | +6.6% | -21.2% |
| 3M | -32.3% | -48.9% | +16.6% | -18.4% |
| 6M | -5.4% | -67.8% | +62.4% | +28.1% |
| YTD | +44.3% | -69.2% | +113.4% | +91.0% |
| 1Y | +61.4% | -80.3% | +141.7% | +136.2% |
| All | +61.4% | -81.5% | +142.8% | +136.2% |
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 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