+43.3%
DIS vs OKLO
+128.2%
-84.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.7% | -23.1% | -1.2% |
| 7D | +5.2% | -6.7% | +12.0% | +5.4% |
| 30D | +11.5% | -36.0% | +47.5% | +13.0% |
| 3M | +11.5% | -44.2% | +55.7% | +13.4% |
| 6M | +8.9% | -70.4% | +79.3% | +13.1% |
| YTD | +3.4% | -67.2% | +70.6% | +6.4% |
| 1Y | +7.2% | -77.9% | +85.1% | +11.4% |
| 3Y | +43.3% | +128.4% | -85.1% | +30.6% |
| All | +43.3% | +128.2% | -84.9% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling