+1.4%
AVGO vs OKLO
-51.2%
+52.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +2.1% |
| 7D | +1.1% | -12.2% | +13.4% | +3.5% |
| 30D | -13.0% | -19.7% | +6.7% | -9.6% |
| 3M | -6.0% | -37.4% | +31.4% | +1.6% |
| 6M | +6.4% | -42.3% | +48.7% | +14.3% |
| YTD | +5.0% | -49.5% | +54.5% | +13.5% |
| 1Y | +1.4% | -54.7% | +56.1% | +16.8% |
| All | +1.4% | -51.2% | +52.6% | +16.8% |
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