+10.8%
HD vs OKLO
+315.8%
-305.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.9% |
| 7D | -2.1% | +2.8% | -4.9% | -2.1% |
| 30D | -8.4% | -4.0% | -4.4% | -8.4% |
| 3M | +4.3% | -36.9% | +41.2% | +5.1% |
| 6M | -11.1% | -37.1% | +26.0% | -10.7% |
| YTD | -4.7% | -42.5% | +37.8% | -4.2% |
| 1Y | -19.8% | -40.7% | +20.9% | -20.0% |
| 3Y | +4.1% | +299.1% | -295.0% | -4.4% |
| All | +10.8% | +315.8% | -305.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling