+25.7%
HD vs OKLO
+150.9%
-125.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | +5.2% | +6.8% | -1.6% | +5.0% |
| 30D | +20.7% | -27.7% | +48.4% | +21.4% |
| 3M | +0.8% | -43.6% | +44.4% | +1.8% |
| 6M | +12.2% | -65.4% | +77.6% | +14.1% |
| YTD | +4.2% | -65.0% | +69.3% | +5.6% |
| 1Y | -2.6% | -77.5% | +74.9% | -0.7% |
| 3Y | +30.0% | +143.6% | -113.6% | +19.1% |
| 5Y | +8.1% | +154.7% | -146.6% | -2.4% |
| All | +25.7% | +150.9% | -125.2% | +15.4% |
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