+77.1%
CSX vs OKLO
+150.9%
-73.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.3% |
| 7D | +0.7% | +6.8% | -6.1% | +0.5% |
| 30D | +8.1% | -27.7% | +35.8% | +8.7% |
| 3M | +2.2% | -43.6% | +45.8% | +3.2% |
| 6M | +14.6% | -65.4% | +80.0% | +16.8% |
| YTD | +42.2% | -65.0% | +107.2% | +44.3% |
| 1Y | +47.3% | -77.5% | +124.8% | +50.6% |
| 3Y | +73.5% | +143.6% | -70.1% | +59.9% |
| 5Y | +54.1% | +154.7% | -100.6% | +40.4% |
| All | +77.1% | +150.9% | -73.8% | +65.0% |
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 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