+185.4%
ARM vs OKLO
+142.2%
+43.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.3% |
| 7D | -10.4% | +6.8% | -17.2% | -11.7% |
| 30D | -31.8% | -27.7% | -4.1% | -27.6% |
| 3M | -32.2% | -43.6% | +11.4% | -24.9% |
| 6M | -14.9% | -65.4% | +50.5% | +2.3% |
| YTD | +66.0% | -65.0% | +131.1% | +95.9% |
| 1Y | +17.2% | -77.5% | +94.7% | +46.0% |
| 3Y | +247.2% | +143.6% | +103.6% | +168.7% |
| All | +185.4% | +142.2% | +43.2% | +126.9% |
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