+339.7%
AVGO vs OKLO
+310.9%
+28.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -0.8% | +7.7% | -8.5% | -1.8% |
| 30D | -13.7% | -4.3% | -9.4% | -13.4% |
| 3M | -6.9% | -24.6% | +17.7% | -4.0% |
| 6M | +5.8% | -31.1% | +36.9% | +9.2% |
| YTD | +5.7% | -40.7% | +46.3% | +10.0% |
| 1Y | +9.0% | -42.4% | +51.5% | +12.1% |
| All | +339.7% | +310.9% | +28.8% | +241.9% |
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