+250.7%
HOOD vs OKLO
+318.5%
-67.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.9% |
| 7D | +17.1% | +2.8% | +14.3% | +16.4% |
| 30D | +31.6% | -4.0% | +35.6% | +32.4% |
| 3M | +38.2% | -36.9% | +75.1% | +51.8% |
| 6M | +48.5% | -37.1% | +85.7% | +60.9% |
| YTD | +8.0% | -42.5% | +50.5% | +18.6% |
| 1Y | +18.7% | -40.7% | +59.4% | +27.2% |
| 3Y | +999.1% | +299.1% | +700.0% | +734.7% |
| 5Y | +181.7% | +317.3% | -135.6% | +114.5% |
| All | +250.7% | +318.5% | -67.8% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling