+711.6%
AVGO vs OKLO
+139.2%
+572.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.5% |
| 7D | +18.2% | +1.6% | +16.6% | +17.8% |
| 30D | +0.2% | -17.6% | +17.9% | +2.5% |
| 3M | -16.8% | -48.5% | +31.7% | -9.7% |
| 6M | -16.5% | -65.7% | +49.2% | -5.1% |
| YTD | +0.8% | -66.7% | +67.5% | +12.9% |
| 1Y | +2.8% | -76.5% | +79.3% | +19.6% |
| 3Y | +278.5% | +132.5% | +146.1% | +205.5% |
| 5Y | +573.1% | +142.8% | +430.2% | +438.2% |
| All | +711.6% | +139.2% | +572.4% | +554.3% |
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