+77.6%
HL vs OKLO
-51.2%
+128.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.0% | +1.3% |
| 7D | -4.4% | -12.2% | +7.9% | -1.0% |
| 30D | +9.3% | -19.7% | +29.0% | +15.6% |
| 3M | +32.0% | -37.4% | +69.4% | +47.3% |
| 6M | -6.4% | -42.3% | +35.9% | +5.6% |
| YTD | +3.1% | -49.5% | +52.7% | +19.2% |
| 1Y | +77.6% | -54.7% | +132.3% | +110.3% |
| All | +77.6% | -51.2% | +128.7% | +110.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling