+43.3%
AMAT vs OKLO
-80.4%
+123.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +22.7% | -18.4% | -2.9% |
| 7D | -14.7% | -6.7% | -8.0% | -13.2% |
| 30D | -36.1% | -36.0% | -0.1% | -27.2% |
| 3M | -36.9% | -44.2% | +7.3% | -26.3% |
| 6M | -22.2% | -70.4% | +48.2% | +6.6% |
| YTD | +29.9% | -67.2% | +97.1% | +67.9% |
| 1Y | +43.3% | -77.9% | +121.2% | +99.1% |
| All | +43.3% | -80.4% | +123.7% | +99.1% |
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