+216.0%
C vs OKLO
+130.2%
+85.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | +4.2% | +1.6% | +2.6% | +4.0% |
| 30D | +2.0% | -17.6% | +19.6% | +2.9% |
| 3M | -10.1% | -48.5% | +38.4% | -6.8% |
| 6M | +1.0% | -65.7% | +66.6% | +6.8% |
| YTD | +8.5% | -66.7% | +75.1% | +13.8% |
| 1Y | +25.7% | -76.5% | +102.2% | +33.8% |
| 3Y | +216.0% | +132.5% | +83.5% | +184.2% |
| All | +216.0% | +130.2% | +85.8% | +184.2% |
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 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