+138.8%
GOOGL vs OKLO
+139.2%
-0.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | +3.9% | +1.6% | +2.3% | +3.7% |
| 30D | -14.9% | -17.6% | +2.7% | -14.2% |
| 3M | -14.6% | -48.5% | +34.0% | -11.7% |
| 6M | -26.4% | -65.7% | +39.2% | -22.6% |
| YTD | -5.3% | -66.7% | +61.3% | -1.2% |
| 1Y | +6.5% | -76.5% | +82.9% | +12.9% |
| 3Y | +126.0% | +132.5% | -6.4% | +91.1% |
| 5Y | +100.8% | +142.8% | -42.0% | +66.0% |
| All | +138.8% | +139.2% | -0.4% | +101.2% |
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