+19.3%
ARM vs OKLO
-81.5%
+100.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.8% | +0.6% | -2.9% |
| 7D | -18.7% | -18.4% | -0.3% | -11.6% |
| 30D | -36.7% | -38.5% | +1.8% | -23.2% |
| 3M | -31.6% | -48.9% | +17.3% | -12.4% |
| 6M | -5.6% | -67.8% | +62.1% | +41.0% |
| YTD | +75.5% | -69.2% | +144.6% | +148.3% |
| 1Y | +19.3% | -80.3% | +99.6% | +79.8% |
| All | +19.3% | -81.5% | +100.8% | +79.8% |
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