+128.3%
GOOGL vs OKLO
+135.3%
-7.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.2% | +2.1% |
| 7D | +5.7% | +27.3% | -21.6% | +4.0% |
| 30D | -15.6% | -23.1% | +7.5% | -14.5% |
| 3M | -13.0% | -45.8% | +32.8% | -10.4% |
| 6M | -22.8% | -66.8% | +44.0% | -18.6% |
| YTD | -4.4% | -65.9% | +61.5% | -0.4% |
| 1Y | +4.5% | -78.0% | +82.5% | +11.0% |
| All | +128.3% | +135.3% | -7.0% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling