+122.0%
ASML vs OKLO
+135.5%
-13.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +22.7% | -17.6% | +2.6% |
| 7D | -9.0% | -6.7% | -2.3% | -8.5% |
| 30D | -21.0% | -36.0% | +15.1% | -17.5% |
| 3M | -16.3% | -44.2% | +27.9% | -11.8% |
| 6M | -7.5% | -70.4% | +62.9% | +2.8% |
| YTD | +34.0% | -67.2% | +101.2% | +46.1% |
| 1Y | +39.3% | -77.9% | +117.2% | +55.6% |
| 3Y | +128.9% | +128.4% | +0.4% | +106.0% |
| 5Y | +76.1% | +139.1% | -63.0% | +57.1% |
| All | +122.0% | +135.5% | -13.5% | +100.9% |
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