+30.4%
ANET vs OKLO
-51.2%
+81.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.2% | +14.8% | +6.7% |
| 7D | +3.0% | -12.2% | +15.2% | +4.5% |
| 30D | -5.2% | -19.7% | +14.6% | -3.0% |
| 3M | +27.6% | -37.4% | +65.0% | +33.4% |
| 6M | +44.4% | -42.3% | +86.7% | +48.5% |
| YTD | +52.3% | -49.5% | +101.9% | +57.2% |
| 1Y | +30.4% | -54.7% | +85.1% | +32.3% |
| All | +30.4% | -51.2% | +81.6% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling