+357.3%
AMD vs OKLO
+130.2%
+227.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.2% | -6.6% | -8.4% |
| 7D | +18.9% | +1.6% | +17.4% | +18.6% |
| 30D | -6.4% | -17.6% | +11.2% | -3.3% |
| 3M | +10.6% | -48.5% | +59.1% | +22.4% |
| 6M | +19.9% | -65.7% | +85.5% | +39.9% |
| YTD | +149.4% | -66.7% | +216.0% | +188.3% |
| 1Y | +115.4% | -76.5% | +191.8% | +157.8% |
| 3Y | +357.3% | +132.5% | +224.8% | +337.9% |
| All | +357.3% | +130.2% | +227.1% | +337.9% |
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