+35.8%
F vs OKLO
+333.1%
-297.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.9% | -9.2% | -4.5% |
| 7D | +1.2% | +12.4% | -11.2% | +0.6% |
| 30D | +1.2% | -10.6% | +11.8% | +1.6% |
| 3M | -5.7% | -26.5% | +20.9% | -4.6% |
| 6M | +17.9% | -25.6% | +43.6% | +18.6% |
| YTD | +10.4% | -39.6% | +50.1% | +11.6% |
| 1Y | +25.3% | -38.8% | +64.1% | +25.7% |
| 3Y | +37.5% | +318.1% | -280.6% | +15.3% |
| 5Y | +46.5% | +339.7% | -293.2% | +19.6% |
| All | +35.8% | +333.1% | -297.3% | +13.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling