+4.4%
GOOGL vs OKLO
-81.5%
+85.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.8% | +9.0% | +3.6% |
| 7D | -11.1% | -18.4% | +7.4% | -9.8% |
| 30D | -16.6% | -38.5% | +21.9% | -13.9% |
| 3M | -23.4% | -48.9% | +25.5% | -20.2% |
| 6M | -24.5% | -67.8% | +43.2% | -19.0% |
| YTD | -7.5% | -69.2% | +61.7% | -2.5% |
| 1Y | +4.4% | -80.3% | +84.7% | +12.7% |
| All | +4.4% | -81.5% | +85.8% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling