+144.9%
C vs OKLO
+333.1%
-188.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -1.0% |
| 7D | +3.2% | +12.4% | -9.2% | +2.4% |
| 30D | +1.3% | -10.6% | +11.8% | +1.8% |
| 3M | +3.1% | -26.5% | +29.6% | +4.6% |
| 6M | +29.6% | -25.6% | +55.3% | +30.5% |
| YTD | +19.0% | -39.6% | +58.6% | +20.8% |
| 1Y | +45.6% | -38.8% | +84.4% | +46.4% |
| 3Y | +269.3% | +318.1% | -48.8% | +217.6% |
| 5Y | +131.6% | +339.7% | -208.1% | +94.4% |
| All | +144.9% | +333.1% | -188.2% | +111.2% |
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