+301.8%
AMD vs OKLO
+128.2%
+173.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +22.7% | -11.6% | +7.2% |
| 7D | -11.0% | -6.7% | -4.3% | -10.0% |
| 30D | -30.5% | -36.0% | +5.6% | -25.3% |
| 3M | -8.2% | -44.2% | +36.0% | +0.1% |
| 6M | +6.6% | -70.4% | +77.0% | +26.8% |
| YTD | +109.7% | -67.2% | +176.9% | +143.0% |
| 1Y | +88.9% | -77.9% | +166.8% | +127.8% |
| 3Y | +301.8% | +128.4% | +173.4% | +285.3% |
| All | +301.8% | +128.2% | +173.6% | +285.3% |
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