+133.6%
HOOD vs OKLO
+154.4%
-20.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -0.9% |
| 7D | -5.1% | +6.8% | -11.9% | -7.1% |
| 30D | -25.4% | -27.7% | +2.3% | -20.3% |
| 3M | -14.0% | -43.6% | +29.7% | -3.3% |
| 6M | +5.6% | -65.4% | +71.0% | +30.3% |
| YTD | -28.1% | -65.0% | +36.9% | -12.8% |
| 1Y | -40.1% | -77.5% | +37.4% | -21.7% |
| 3Y | +888.2% | +143.6% | +744.6% | +729.3% |
| 5Y | +135.8% | +154.7% | -18.9% | +98.3% |
| All | +133.6% | +154.4% | -20.8% | +103.3% |
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 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