+141.1%
GOOGL vs OKLO
+144.5%
-3.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 1Y | +4.5% | -78.0% | +82.5% | +11.2% |
| 3Y | +127.4% | +137.4% | -10.0% | +92.1% |
| 5Y | +102.8% | +148.2% | -45.4% | +67.4% |
| All | +141.1% | +144.5% | -3.4% | +102.9% |
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