+44.9%
EEM vs OKLO
+262.2%
-217.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.2% | +10.4% | +1.8% |
| 7D | -1.3% | -12.2% | +11.0% | -0.5% |
| 30D | +2.1% | -19.7% | +21.8% | +3.3% |
| 3M | +1.0% | -37.4% | +38.4% | +3.3% |
| 6M | +15.9% | -42.3% | +58.2% | +18.5% |
| YTD | +24.6% | -49.5% | +74.2% | +27.7% |
| 1Y | +32.3% | -54.7% | +87.0% | +35.1% |
| 3Y | +85.9% | +249.6% | -163.7% | +67.7% |
| 5Y | +45.4% | +268.1% | -222.7% | +29.8% |
| All | +44.9% | +262.2% | -217.3% | +31.7% |
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 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