+293.4%
ARM vs OKLO
+148.9%
+144.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.1% | +9.0% | +11.4% |
| 7D | +6.0% | +16.9% | -10.9% | +2.6% |
| 30D | -20.3% | -19.7% | -0.6% | -17.0% |
| 3M | -24.4% | -45.0% | +20.6% | -15.8% |
| 6M | -4.4% | -66.9% | +62.5% | +15.7% |
| YTD | +86.0% | -64.0% | +150.0% | +118.2% |
| 1Y | +35.8% | -75.2% | +111.0% | +66.7% |
| All | +293.4% | +148.9% | +144.5% | +242.6% |
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