+214.2%
ARM vs OKLO
+136.0%
+78.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -0.7% |
| 7D | +19.8% | +27.3% | -7.5% | +13.9% |
| 30D | -21.8% | -23.1% | +1.3% | -17.8% |
| 3M | -26.5% | -45.8% | +19.3% | -17.9% |
| 6M | -3.9% | -66.8% | +62.9% | +16.5% |
| YTD | +82.8% | -65.9% | +148.7% | +116.8% |
| 1Y | +34.3% | -78.0% | +112.3% | +68.3% |
| 3Y | +282.2% | +137.4% | +144.8% | +197.4% |
| All | +214.2% | +136.0% | +78.2% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling