+142.9%
HOOD vs OKLO
+162.2%
-19.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.3% |
| 7D | -3.2% | +16.9% | -20.1% | -7.1% |
| 30D | -22.6% | -19.7% | -2.8% | -19.1% |
| 3M | -10.4% | -45.0% | +34.6% | +1.3% |
| 6M | +4.7% | -66.9% | +71.6% | +30.3% |
| YTD | -25.2% | -64.0% | +38.7% | -9.9% |
| 1Y | -35.9% | -75.2% | +39.3% | -17.6% |
| 3Y | +927.7% | +151.1% | +776.6% | +756.7% |
| 5Y | +147.5% | +162.8% | -15.3% | +107.0% |
| All | +142.9% | +162.2% | -19.3% | +110.0% |
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