+745.1%
AVGO vs OKLO
+262.2%
+482.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +1.6% |
| 7D | +1.1% | -12.2% | +13.4% | +2.8% |
| 30D | -13.0% | -19.7% | +6.7% | -10.6% |
| 3M | -6.0% | -37.4% | +31.4% | -0.6% |
| 6M | +6.4% | -42.3% | +48.7% | +12.4% |
| YTD | +5.0% | -49.5% | +54.5% | +11.6% |
| 1Y | +1.4% | -54.7% | +56.1% | +7.5% |
| 3Y | +336.8% | +249.6% | +87.2% | +235.8% |
| 5Y | +698.2% | +268.1% | +430.1% | +504.5% |
| All | +745.1% | +262.2% | +482.9% | +547.2% |
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