+191.9%
AMAT vs OKLO
+139.2%
+52.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.4% |
| 7D | +11.4% | +1.6% | +9.8% | +11.2% |
| 30D | -17.0% | -17.6% | +0.6% | -15.0% |
| 3M | -30.6% | -48.5% | +17.9% | -24.9% |
| 6M | -14.9% | -65.7% | +50.7% | -3.9% |
| YTD | +44.7% | -66.7% | +111.3% | +62.0% |
| 1Y | +66.9% | -76.5% | +143.4% | +92.1% |
| 3Y | +153.3% | +132.5% | +20.8% | +125.2% |
| 5Y | +146.2% | +142.8% | +3.4% | +118.8% |
| All | +191.9% | +139.2% | +52.7% | +160.7% |
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