-40.1%
BABA vs OKLO
+333.1%
-373.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -0.8% |
| 7D | -0.2% | +12.4% | -12.6% | -0.9% |
| 30D | -12.3% | -10.6% | -1.7% | -11.9% |
| 3M | -5.3% | -26.5% | +21.2% | -4.0% |
| 6M | -13.1% | -25.6% | +12.6% | -12.4% |
| YTD | -22.4% | -39.6% | +17.2% | -21.3% |
| 1Y | -19.5% | -38.8% | +19.3% | -19.1% |
| 3Y | +32.9% | +318.1% | -285.1% | +15.3% |
| 5Y | -29.9% | +339.7% | -369.6% | -40.1% |
| All | -40.1% | +333.1% | -373.2% | -47.2% |
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 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