+75.0%
CSX vs OKLO
+168.4%
-93.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +14.0% | -11.2% | +2.5% |
| 7D | -2.2% | +14.1% | -16.3% | -2.5% |
| 30D | +6.8% | -22.7% | +29.5% | +7.3% |
| 3M | +0.7% | -44.6% | +45.3% | +1.8% |
| 6M | +13.3% | -63.0% | +76.2% | +15.3% |
| YTD | +40.5% | -62.6% | +103.1% | +42.4% |
| 1Y | +44.7% | -76.2% | +120.9% | +47.8% |
| 3Y | +74.5% | +160.8% | -86.3% | +60.5% |
| 5Y | +52.0% | +172.5% | -120.5% | +38.3% |
| All | +75.0% | +168.4% | -93.4% | +62.8% |
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