+91.5%
CSCO vs OKLO
+141.6%
-50.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.2% | -4.1% | -6.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.8% |
| 30D | -15.8% | -17.6% | +1.8% | -15.3% |
| 3M | -15.4% | -48.5% | +33.1% | -13.4% |
| 6M | -5.4% | -65.7% | +60.3% | -2.1% |
| YTD | +26.5% | -66.7% | +93.1% | +30.1% |
| 1Y | +25.9% | -76.5% | +102.4% | +30.9% |
| 3Y | +97.5% | +132.5% | -34.9% | +79.9% |
| All | +91.5% | +141.6% | -50.1% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling