+21.4%
F vs OKLO
+168.4%
-147.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.3% | 0.0% |
| 7D | -0.6% | +14.1% | -14.8% | -1.4% |
| 30D | +2.9% | -22.7% | +25.5% | +3.9% |
| 3M | -9.5% | -44.6% | +35.1% | -7.3% |
| 6M | +4.0% | -63.0% | +67.0% | +8.1% |
| YTD | -1.3% | -62.6% | +61.3% | +1.8% |
| 1Y | -1.9% | -76.2% | +74.2% | +2.7% |
| 3Y | +53.5% | +160.8% | -107.4% | +31.1% |
| 5Y | -15.1% | +172.5% | -187.6% | -28.1% |
| All | +21.4% | +168.4% | -147.0% | +3.5% |
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 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