-17.2%
F vs OKLO
+141.6%
-158.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -3.1% | +1.6% | -4.7% | -3.2% |
| 30D | 0.0% | -17.6% | +17.7% | +0.7% |
| 3M | -13.2% | -48.5% | +35.3% | -10.8% |
| 6M | -10.2% | -65.7% | +55.5% | -6.2% |
| YTD | -4.9% | -66.7% | +61.7% | -1.5% |
| 1Y | -6.1% | -76.5% | +70.4% | -1.4% |
| 3Y | +46.0% | +132.5% | -86.5% | +18.7% |
| All | -17.2% | +141.6% | -158.8% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling