+193.5%
AMAT vs OKLO
+150.9%
+42.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.1% | +1.4% |
| 7D | -2.5% | +6.8% | -9.3% | -3.5% |
| 30D | -26.5% | -27.7% | +1.2% | -23.6% |
| 3M | -28.6% | -43.6% | +15.0% | -23.7% |
| 6M | -14.2% | -65.4% | +51.1% | -3.5% |
| YTD | +45.5% | -65.0% | +110.5% | +61.8% |
| 1Y | +59.3% | -77.5% | +136.8% | +83.5% |
| 3Y | +153.1% | +143.6% | +9.5% | +123.6% |
| 5Y | +158.2% | +154.7% | +3.4% | +127.8% |
| All | +193.5% | +150.9% | +42.6% | +160.3% |
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