+45.9%
CSCO vs OKLO
-81.5%
+127.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.5% | +1.1% |
| 7D | -6.1% | -18.4% | +12.4% | -4.6% |
| 30D | -8.2% | -38.5% | +30.3% | -4.9% |
| 3M | -14.6% | -48.9% | +34.4% | -10.8% |
| 6M | +12.7% | -67.8% | +80.5% | +20.6% |
| YTD | +37.0% | -69.2% | +106.2% | +44.1% |
| 1Y | +45.9% | -80.3% | +126.2% | +58.7% |
| All | +45.9% | -81.5% | +127.4% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling