-30.3%
DIS vs OKLO
+135.5%
-165.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +11.5% | -44.2% | +55.7% | +13.5% |
| 6M | +8.9% | -70.4% | +79.3% | +13.2% |
| YTD | +3.4% | -67.2% | +70.6% | +6.4% |
| 1Y | +7.2% | -77.9% | +85.1% | +11.5% |
| 3Y | +43.3% | +128.4% | -85.1% | +24.8% |
| 5Y | -31.4% | +139.1% | -170.5% | -42.0% |
| All | -30.3% | +135.5% | -165.8% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling