+162.1%
AMAT vs OKLO
+135.5%
+26.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +22.7% | -18.4% | +1.2% |
| 7D | -14.7% | -6.7% | -8.0% | -14.0% |
| 30D | -36.1% | -36.0% | -0.1% | -32.4% |
| 3M | -36.9% | -44.2% | +7.3% | -32.5% |
| 6M | -22.2% | -70.4% | +48.2% | -10.8% |
| YTD | +29.9% | -67.2% | +97.1% | +45.7% |
| 1Y | +43.3% | -77.9% | +121.2% | +65.7% |
| 3Y | +142.7% | +128.4% | +14.2% | +116.3% |
| 5Y | +126.2% | +139.1% | -12.9% | +101.3% |
| All | +162.1% | +135.5% | +26.6% | +134.5% |
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