+114.9%
AXP vs OKLO
+130.2%
-15.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.9% |
| 7D | -0.1% | +1.6% | -1.7% | -0.3% |
| 30D | +4.4% | -17.6% | +22.1% | +5.3% |
| 3M | -6.4% | -48.5% | +42.1% | -3.4% |
| 6M | +4.2% | -65.7% | +69.8% | +9.4% |
| YTD | -12.4% | -66.7% | +54.3% | -8.6% |
| 1Y | -11.1% | -76.5% | +65.4% | -5.9% |
| 3Y | +114.9% | +132.5% | -17.6% | +97.2% |
| All | +114.9% | +130.2% | -15.4% | +97.2% |
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