+132.9%
ASML vs OKLO
+139.2%
-6.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +4.9% | +1.6% | +3.4% | +4.7% |
| 30D | -9.3% | -17.6% | +8.4% | -7.7% |
| 3M | -19.0% | -48.5% | +29.5% | -13.9% |
| 6M | -5.2% | -65.7% | +60.4% | +4.1% |
| YTD | +40.6% | -66.7% | +107.3% | +52.9% |
| 1Y | +47.5% | -76.5% | +124.0% | +63.9% |
| 3Y | +133.9% | +132.5% | +1.4% | +109.9% |
| 5Y | +83.8% | +142.8% | -59.1% | +63.6% |
| All | +132.9% | +139.2% | -6.3% | +110.4% |
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