+36.3%
BABA vs OKLO
+128.2%
-91.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +22.7% | -21.4% | 0.0% |
| 7D | +11.6% | -6.7% | +18.4% | +11.8% |
| 30D | +2.3% | -36.0% | +38.3% | +4.7% |
| 3M | -13.7% | -44.2% | +30.5% | -11.3% |
| 6M | -21.9% | -70.4% | +48.5% | -16.9% |
| YTD | -24.6% | -67.2% | +42.5% | -21.1% |
| 1Y | -34.1% | -77.9% | +43.8% | -29.8% |
| 3Y | +36.3% | +128.4% | -92.2% | +9.3% |
| All | +36.3% | +128.2% | -91.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling