+114.4%
C vs OKLO
+135.5%
-21.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.7% | -22.1% | -1.0% |
| 7D | -2.4% | -6.7% | +4.3% | -2.2% |
| 30D | -6.0% | -36.0% | +30.1% | -3.5% |
| 3M | -10.5% | -44.2% | +33.6% | -7.7% |
| 6M | -5.7% | -70.4% | +64.7% | +0.7% |
| YTD | +4.1% | -67.2% | +71.3% | +9.5% |
| 1Y | +20.5% | -77.9% | +98.4% | +28.8% |
| 3Y | +208.1% | +128.4% | +79.7% | +174.2% |
| 5Y | +110.4% | +139.1% | -28.7% | +83.0% |
| All | +114.4% | +135.5% | -21.1% | +91.5% |
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