+132.8%
AMAT vs OKLO
+86.0%
+46.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.2% | -0.4% | -11.8% |
| 7D | -24.3% | -28.4% | +4.1% | -20.8% |
| 30D | -39.8% | -50.2% | +10.4% | -34.1% |
| 3M | -40.2% | -55.3% | +15.2% | -34.0% |
| 6M | -22.1% | -71.9% | +49.8% | -9.6% |
| YTD | +24.7% | -73.2% | +97.9% | +43.9% |
| 1Y | +33.3% | -84.2% | +117.4% | +60.3% |
| All | +132.8% | +86.0% | +46.8% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling