+134.9%
COST vs OKLO
+262.2%
-127.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.4% | +0.3% |
| 7D | -1.2% | -12.2% | +11.0% | -1.2% |
| 30D | -4.7% | -19.7% | +15.0% | -4.7% |
| 3M | -7.1% | -37.4% | +30.3% | -6.9% |
| 6M | -8.5% | -42.3% | +33.8% | -8.4% |
| YTD | +5.4% | -49.5% | +54.9% | +5.6% |
| 1Y | -5.6% | -54.7% | +49.1% | -5.7% |
| 3Y | +68.5% | +249.6% | -181.1% | +58.6% |
| 5Y | +105.2% | +268.1% | -162.8% | +92.4% |
| All | +134.9% | +262.2% | -127.3% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling