+57.7%
AMGN vs OKLO
+249.6%
-191.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.2% | +7.8% | -1.2% |
| 7D | -13.7% | -12.2% | -1.5% | -13.5% |
| 30D | -8.8% | -19.7% | +10.9% | -8.5% |
| 3M | +7.2% | -37.4% | +44.6% | +7.9% |
| 6M | +1.3% | -42.3% | +43.6% | +1.8% |
| YTD | +17.6% | -49.5% | +67.2% | +18.2% |
| 1Y | +37.2% | -54.7% | +91.9% | +38.0% |
| 3Y | +57.7% | +249.6% | -191.9% | +36.0% |
| All | +57.7% | +249.6% | -191.9% | +36.0% |
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