+173.2%
GOOGL vs OKLO
+312.7%
-139.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -2.3% | +2.8% | -5.1% | -2.5% |
| 30D | -6.6% | -4.0% | -2.6% | -6.6% |
| 3M | -8.9% | -36.9% | +27.9% | -6.9% |
| 6M | +11.9% | -37.1% | +49.0% | +13.6% |
| YTD | +8.3% | -42.5% | +50.8% | +10.1% |
| 1Y | +46.2% | -40.7% | +86.9% | +47.0% |
| 3Y | +151.9% | +299.1% | -147.3% | +107.6% |
| 5Y | +137.7% | +317.3% | -179.6% | +93.7% |
| All | +173.2% | +312.7% | -139.5% | +124.1% |
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 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