+276.6%
AVGO vs OKLO
+148.9%
+127.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.6% |
| 7D | +6.1% | +16.9% | -10.8% | +3.4% |
| 30D | -2.7% | -19.7% | +17.0% | -0.1% |
| 3M | -16.9% | -45.0% | +28.1% | -10.6% |
| 6M | -19.1% | -66.9% | +47.8% | -7.9% |
| YTD | +0.3% | -64.0% | +64.3% | +11.1% |
| 1Y | -1.2% | -75.2% | +74.0% | +13.9% |
| All | +276.6% | +148.9% | +127.7% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling