+43.5%
F vs OKLO
+128.2%
-84.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +22.7% | -23.4% | -1.8% |
| 7D | +1.6% | -6.7% | +8.3% | +1.7% |
| 30D | +2.6% | -36.0% | +38.7% | +4.6% |
| 3M | -8.8% | -44.2% | +35.4% | -6.7% |
| 6M | +4.6% | -70.4% | +75.1% | +9.9% |
| YTD | -1.9% | -67.2% | +65.3% | +1.7% |
| 1Y | -0.8% | -77.9% | +77.2% | +4.3% |
| 3Y | +43.5% | +128.4% | -84.9% | +19.8% |
| All | +43.5% | +128.2% | -84.7% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling