+146.6%
C vs OKLO
+312.7%
-166.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.5% |
| 7D | +3.6% | +2.8% | +0.8% | +3.4% |
| 30D | +0.1% | -4.0% | +4.1% | +0.1% |
| 3M | +2.4% | -36.9% | +39.3% | +4.9% |
| 6M | +24.9% | -37.1% | +62.1% | +27.0% |
| YTD | +19.8% | -42.5% | +62.3% | +22.0% |
| 1Y | +44.9% | -40.7% | +85.6% | +46.0% |
| 3Y | +263.0% | +299.1% | -36.2% | +213.1% |
| 5Y | +129.5% | +317.3% | -187.8% | +94.3% |
| All | +146.6% | +312.7% | -166.1% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling