+21.9%
BABA vs OKLO
+135.3%
-113.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.6% | -6.7% |
| 7D | -12.7% | +27.3% | -40.0% | -14.0% |
| 30D | -14.9% | -23.1% | +8.2% | -13.8% |
| 3M | -24.6% | -45.8% | +21.2% | -22.3% |
| 6M | -29.3% | -66.8% | +37.4% | -25.4% |
| YTD | -35.0% | -65.9% | +30.9% | -32.2% |
| 1Y | -39.7% | -78.0% | +38.3% | -35.8% |
| All | +21.9% | +135.3% | -113.4% | -1.1% |
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