+59.7%
EFA vs OKLO
+262.2%
-202.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.2% | +10.2% | +1.3% |
| 7D | -1.5% | -12.2% | +10.7% | -1.1% |
| 30D | -1.7% | -19.7% | +18.1% | -0.9% |
| 3M | +3.5% | -37.4% | +40.9% | +5.0% |
| 6M | +9.5% | -42.3% | +51.8% | +11.0% |
| YTD | +12.9% | -49.5% | +62.4% | +14.6% |
| 1Y | +18.2% | -54.7% | +72.9% | +19.7% |
| 3Y | +64.8% | +249.6% | -184.8% | +49.3% |
| 5Y | +53.9% | +268.1% | -214.2% | +36.6% |
| All | +59.7% | +262.2% | -202.5% | +44.2% |
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