+80.5%
CSX vs OKLO
+139.2%
-58.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +6.0% | +1.6% | +4.4% | +5.9% |
| 30D | +7.8% | -17.6% | +25.4% | +8.2% |
| 3M | +4.1% | -48.5% | +52.6% | +5.4% |
| 6M | +17.9% | -65.7% | +83.6% | +20.2% |
| YTD | +44.9% | -66.7% | +111.6% | +47.1% |
| 1Y | +51.1% | -76.5% | +127.6% | +54.4% |
| 3Y | +78.3% | +132.5% | -54.2% | +64.3% |
| 5Y | +58.1% | +142.8% | -84.7% | +44.1% |
| All | +80.5% | +139.2% | -58.7% | +68.3% |
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 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