+120.2%
C vs OKLO
+150.9%
-30.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.8% | +0.7% |
| 7D | -0.4% | +6.8% | -7.2% | -1.0% |
| 30D | -5.2% | -27.7% | +22.5% | -3.5% |
| 3M | -9.1% | -43.6% | +34.5% | -6.3% |
| 6M | -1.6% | -65.4% | +63.8% | +4.0% |
| YTD | +6.9% | -65.0% | +72.0% | +11.9% |
| 1Y | +23.0% | -77.5% | +100.5% | +31.2% |
| 3Y | +216.1% | +143.6% | +72.6% | +180.0% |
| 5Y | +112.2% | +154.7% | -42.5% | +83.7% |
| All | +120.2% | +150.9% | -30.7% | +95.8% |
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