+258.2%
AMAT vs OKLO
+312.7%
-54.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.9% |
| 7D | -1.5% | +2.8% | -4.3% | -1.8% |
| 30D | -14.8% | -4.0% | -10.8% | -14.6% |
| 3M | -9.3% | -36.9% | +27.6% | -4.5% |
| 6M | +27.4% | -37.1% | +64.5% | +32.9% |
| YTD | +77.6% | -42.5% | +120.1% | +86.2% |
| 1Y | +188.9% | -40.7% | +229.7% | +199.9% |
| 3Y | +202.3% | +299.1% | -96.8% | +152.1% |
| 5Y | +248.9% | +317.3% | -68.4% | +188.4% |
| All | +258.2% | +312.7% | -54.5% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling