+106.8%
AXP vs OKLO
+92.0%
+14.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.2% | +10.9% | -1.5% |
| 7D | +0.4% | -28.4% | +28.8% | +2.2% |
| 30D | +7.0% | -50.2% | +57.2% | +11.2% |
| 3M | -6.6% | -55.3% | +48.7% | -2.7% |
| 6M | +3.5% | -71.9% | +75.4% | +10.1% |
| YTD | -11.2% | -73.2% | +62.1% | -5.9% |
| 1Y | -10.2% | -84.2% | +74.0% | -2.6% |
| 3Y | +120.0% | +86.4% | +33.6% | +93.8% |
| 5Y | +95.6% | +94.9% | +0.6% | +64.3% |
| All | +106.8% | +92.0% | +14.8% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling