-35.3%
BABA vs OKLO
-81.5%
+46.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.8% | +10.7% | +5.4% |
| 7D | +4.3% | -18.4% | +22.7% | +6.0% |
| 30D | -5.0% | -38.5% | +33.5% | -1.2% |
| 3M | -18.4% | -48.9% | +30.6% | -14.3% |
| 6M | -20.3% | -67.8% | +47.5% | -12.8% |
| YTD | -27.5% | -69.2% | +41.7% | -22.9% |
| 1Y | -35.3% | -80.3% | +45.0% | -30.8% |
| All | -35.3% | -81.5% | +46.1% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling