-35.3%
CMCSA vs OKLO
+310.9%
-346.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.6% |
| 7D | -8.3% | +7.7% | -16.0% | -8.3% |
| 30D | -2.4% | -4.3% | +1.9% | -2.4% |
| 3M | +4.5% | -24.6% | +29.1% | +4.6% |
| 6M | -18.8% | -31.1% | +12.3% | -18.5% |
| YTD | -8.9% | -40.7% | +31.7% | -8.8% |
| 1Y | -18.3% | -42.4% | +24.2% | -18.2% |
| All | -35.3% | +310.9% | -346.2% | -40.4% |
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 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