+162.1%
GOOG vs OKLO
+333.1%
-171.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.3% |
| 7D | +1.1% | +12.4% | -11.3% | +0.4% |
| 30D | -5.1% | -10.6% | +5.5% | -4.6% |
| 3M | -7.1% | -26.5% | +19.4% | -5.8% |
| 6M | +12.7% | -25.6% | +38.3% | +13.5% |
| YTD | +7.1% | -39.6% | +46.7% | +8.5% |
| 1Y | +43.6% | -38.8% | +82.4% | +44.1% |
| 3Y | +146.8% | +318.1% | -171.3% | +103.0% |
| 5Y | +133.7% | +339.7% | -206.0% | +89.7% |
| All | +162.1% | +333.1% | -171.0% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling