+231.1%
HOOD vs OKLO
+331.7%
-100.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.4% |
| 7D | +7.7% | +7.7% | 0.0% | +5.9% |
| 30D | +22.0% | -4.3% | +26.3% | +23.1% |
| 3M | +37.6% | -24.6% | +62.2% | +45.5% |
| 6M | +45.3% | -31.1% | +76.4% | +54.3% |
| YTD | +1.9% | -40.7% | +42.6% | +11.1% |
| 1Y | -2.7% | -42.4% | +39.7% | +4.6% |
| 3Y | +973.4% | +310.9% | +662.5% | +708.9% |
| 5Y | +179.3% | +332.6% | -153.4% | +116.9% |
| All | +231.1% | +331.7% | -100.6% | +158.8% |
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