+174.6%
ARM vs OKLO
+127.3%
+47.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +22.7% | -17.9% | +0.3% |
| 7D | -15.2% | -6.7% | -8.5% | -14.2% |
| 30D | -40.7% | -36.0% | -4.6% | -35.4% |
| 3M | -39.1% | -44.2% | +5.1% | -32.4% |
| 6M | -26.4% | -70.4% | +44.0% | -9.0% |
| YTD | +59.7% | -67.2% | +126.9% | +90.9% |
| 1Y | +10.3% | -77.9% | +88.3% | +38.4% |
| 3Y | +228.9% | +128.4% | +100.4% | +158.6% |
| All | +174.6% | +127.3% | +47.3% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling