-29.4%
DIS vs OKLO
+144.5%
-173.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -1.0% |
| 7D | +0.9% | +27.3% | -26.5% | -0.1% |
| 30D | +8.9% | -23.1% | +32.0% | +9.7% |
| 3M | +14.5% | -45.8% | +60.4% | +16.7% |
| 6M | +12.2% | -66.8% | +79.0% | +16.2% |
| YTD | +4.7% | -65.9% | +70.6% | +7.6% |
| 1Y | +2.8% | -78.0% | +80.8% | +7.0% |
| 3Y | +38.1% | +137.4% | -99.2% | +20.1% |
| 5Y | -23.6% | +148.2% | -171.8% | -35.4% |
| All | -29.4% | +144.5% | -173.9% | -39.0% |
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