+168.5%
GOOGL vs OKLO
+298.8%
-130.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -3.2% | -15.2% | +12.0% | -2.4% |
| 3M | -6.6% | -26.2% | +19.6% | -5.4% |
| 6M | +8.5% | -35.0% | +43.5% | +10.0% |
| YTD | +6.5% | -44.4% | +50.9% | +8.3% |
| 1Y | +39.4% | -45.9% | +85.4% | +40.9% |
| 3Y | +146.2% | +284.9% | -138.7% | +103.4% |
| 5Y | +138.3% | +305.3% | -166.9% | +94.2% |
| All | +168.5% | +298.8% | -130.3% | +120.6% |
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