+117.0%
AXP vs OKLO
+128.2%
-11.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +22.7% | -23.9% | -2.5% |
| 7D | +0.6% | -6.7% | +7.3% | +0.8% |
| 30D | +5.8% | -36.0% | +41.9% | +8.2% |
| 3M | -6.0% | -44.2% | +38.2% | -3.5% |
| 6M | +0.3% | -70.4% | +70.7% | +6.3% |
| YTD | -12.3% | -67.2% | +54.9% | -8.3% |
| 1Y | -11.2% | -77.9% | +66.7% | -5.7% |
| 3Y | +117.0% | +128.4% | -11.4% | +97.6% |
| All | +117.0% | +128.2% | -11.2% | +97.6% |
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 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