+760.4%
AVGO vs OKLO
+333.1%
+427.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -2.0% | +2.3% |
| 7D | -0.3% | +12.4% | -12.7% | -1.9% |
| 30D | -13.8% | -10.6% | -3.3% | -12.8% |
| 3M | -6.9% | -26.5% | +19.6% | -3.6% |
| 6M | +11.9% | -25.6% | +37.6% | +14.5% |
| YTD | +6.9% | -39.6% | +46.5% | +11.1% |
| 1Y | +7.4% | -38.8% | +46.2% | +9.6% |
| 3Y | +345.6% | +318.1% | +27.5% | +234.6% |
| 5Y | +718.9% | +339.7% | +379.2% | +506.4% |
| All | +760.4% | +333.1% | +427.3% | +543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling