+111.1%
AXP vs OKLO
+296.8%
-185.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -2.1% | +2.8% | -4.9% | -2.3% |
| 30D | -6.5% | -4.0% | -2.5% | -6.5% |
| 3M | +4.6% | -36.9% | +41.5% | +6.9% |
| 6M | +5.4% | -37.1% | +42.6% | +7.1% |
| YTD | -11.1% | -42.5% | +31.4% | -9.6% |
| 1Y | -0.3% | -40.7% | +40.4% | +0.2% |
| All | +111.1% | +296.8% | -185.8% | +90.6% |
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