+79.9%
CSX vs OKLO
+158.6%
-78.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.5% |
| 7D | -0.3% | +16.9% | -17.2% | -0.6% |
| 30D | +8.7% | -19.7% | +28.4% | +9.1% |
| 3M | +4.2% | -45.0% | +49.2% | +5.3% |
| 6M | +16.7% | -66.9% | +83.6% | +19.1% |
| YTD | +44.5% | -64.0% | +108.4% | +46.5% |
| 1Y | +50.3% | -75.2% | +125.5% | +53.4% |
| 3Y | +76.3% | +151.1% | -74.8% | +62.3% |
| 5Y | +58.1% | +162.8% | -104.7% | +43.9% |
| All | +79.9% | +158.6% | -78.7% | +67.5% |
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