+105.8%
AXP vs OKLO
+150.9%
-45.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.3% | +0.1% |
| 7D | -0.6% | +6.8% | -7.4% | -1.2% |
| 30D | +5.0% | -27.7% | +32.7% | +6.6% |
| 3M | -4.2% | -43.6% | +39.4% | -1.6% |
| 6M | +2.9% | -65.4% | +68.3% | +8.2% |
| YTD | -11.6% | -65.0% | +53.5% | -7.9% |
| 1Y | -11.1% | -77.5% | +66.4% | -5.6% |
| 3Y | +116.7% | +143.6% | -26.9% | +87.7% |
| 5Y | +89.6% | +154.7% | -65.1% | +56.6% |
| All | +105.8% | +150.9% | -45.1% | +73.6% |
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