-44.0%
BABA vs OKLO
+168.4%
-212.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +14.0% | -17.7% | -4.5% |
| 7D | +3.8% | +14.1% | -10.3% | +2.7% |
| 30D | -5.4% | -22.7% | +17.3% | -4.2% |
| 3M | -17.9% | -44.6% | +26.6% | -15.5% |
| 6M | -24.1% | -63.0% | +38.9% | -20.3% |
| YTD | -27.4% | -62.6% | +35.2% | -24.6% |
| 1Y | -36.1% | -76.2% | +40.1% | -32.3% |
| 3Y | +35.4% | +160.8% | -125.5% | +20.3% |
| 5Y | -30.1% | +172.5% | -202.6% | -38.4% |
| All | -44.0% | +168.4% | -212.4% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling