+133.2%
ASML vs OKLO
+144.5%
-11.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.0% | -1.8% |
| 7D | +10.4% | +27.3% | -17.0% | +7.3% |
| 30D | -12.7% | -23.1% | +10.3% | -10.6% |
| 3M | -17.2% | -45.8% | +28.6% | -12.5% |
| 6M | -1.3% | -66.8% | +65.5% | +8.6% |
| YTD | +40.8% | -65.9% | +106.7% | +52.8% |
| 1Y | +45.2% | -78.0% | +123.2% | +62.0% |
| 3Y | +131.8% | +137.4% | -5.6% | +107.7% |
| 5Y | +84.0% | +148.2% | -64.2% | +63.5% |
| All | +133.2% | +144.5% | -11.3% | +110.1% |
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