+17.8%
AVGO vs OKLO
-42.7%
+60.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.5% |
| 7D | -3.0% | +2.8% | -5.8% | -3.5% |
| 30D | -14.4% | -4.0% | -10.4% | -14.3% |
| 3M | -14.4% | -36.9% | +22.5% | -8.0% |
| 6M | +13.1% | -37.1% | +50.3% | +19.3% |
| YTD | +3.8% | -42.5% | +46.3% | +9.5% |
| 1Y | +17.8% | -40.7% | +58.5% | +36.7% |
| All | +17.8% | -42.7% | +60.5% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling