+116.5%
AXP vs OKLO
+148.9%
-32.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.3% |
| 7D | -2.9% | +16.9% | -19.8% | -3.9% |
| 30D | +3.7% | -19.7% | +23.4% | +4.7% |
| 3M | -4.9% | -45.0% | +40.1% | -2.2% |
| 6M | +4.1% | -66.9% | +71.0% | +9.6% |
| YTD | -11.7% | -64.0% | +52.3% | -8.2% |
| 1Y | -11.7% | -75.2% | +63.5% | -6.8% |
| All | +116.5% | +148.9% | -32.3% | +97.9% |
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