+118.4%
CSCO vs OKLO
+158.6%
-40.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.5% |
| 7D | -2.8% | +16.9% | -19.7% | -3.5% |
| 30D | -12.6% | -19.7% | +7.1% | -12.0% |
| 3M | -16.0% | -45.0% | +29.0% | -14.3% |
| 6M | +2.8% | -66.9% | +69.7% | +6.5% |
| YTD | +33.2% | -64.0% | +97.2% | +36.6% |
| 1Y | +43.1% | -75.2% | +118.3% | +48.3% |
| 3Y | +106.7% | +151.1% | -44.4% | +89.2% |
| 5Y | +103.6% | +162.8% | -59.2% | +86.0% |
| All | +118.4% | +158.6% | -40.2% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling