+44.6%
C vs OKLO
-39.6%
+84.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | +2.6% | +7.7% | -5.1% | +1.8% |
| 30D | +1.9% | -4.3% | +6.2% | +2.1% |
| 3M | +2.8% | -24.6% | +27.4% | +4.9% |
| 6M | +30.6% | -31.1% | +61.6% | +32.2% |
| YTD | +19.9% | -40.7% | +60.6% | +22.3% |
| 1Y | +44.6% | -42.4% | +87.0% | +50.4% |
| All | +44.6% | -39.6% | +84.1% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling