+296.4%
ARM vs OKLO
+298.4%
-1.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.3% | +3.3% |
| 7D | +5.5% | +2.8% | +2.6% | +4.9% |
| 30D | -8.2% | -4.0% | -4.2% | -8.0% |
| 3M | -35.9% | -36.9% | +1.0% | -30.6% |
| 6M | +103.1% | -37.1% | +140.3% | +118.4% |
| YTD | +130.6% | -42.5% | +173.1% | +148.3% |
| 1Y | +86.1% | -40.7% | +126.8% | +94.1% |
| All | +296.4% | +298.4% | -1.9% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling