+117.0%
AXP vs OKLO
+315.8%
-198.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3Y | +111.6% | +299.1% | -187.6% | +82.4% |
| All | +117.0% | +315.8% | -198.8% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling