+135.8%
CSCO vs OKLO
+312.7%
-176.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.0% | +0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -0.8% |
| 30D | -10.1% | -4.0% | -6.1% | -10.1% |
| 3M | -15.7% | -36.9% | +21.2% | -14.5% |
| 6M | +36.3% | -37.1% | +73.4% | +37.6% |
| YTD | +43.8% | -42.5% | +86.3% | +45.2% |
| 1Y | +63.9% | -40.7% | +104.7% | +63.9% |
| 3Y | +104.4% | +299.1% | -194.8% | +84.2% |
| 5Y | +111.4% | +317.3% | -205.9% | +90.4% |
| All | +135.8% | +312.7% | -176.9% | +113.3% |
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