+132.0%
CSCO vs OKLO
+298.8%
-166.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -10.8% | -15.2% | +4.4% | -10.3% |
| 3M | -9.2% | -26.2% | +17.0% | -8.4% |
| 6M | +39.5% | -35.0% | +74.6% | +40.7% |
| YTD | +41.5% | -44.4% | +85.9% | +43.0% |
| 1Y | +61.0% | -45.9% | +106.9% | +61.4% |
| 3Y | +105.2% | +284.9% | -179.7% | +85.2% |
| 5Y | +113.4% | +305.3% | -191.8% | +92.5% |
| All | +132.0% | +298.8% | -166.8% | +110.1% |
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