+400.1%
HPE vs OKLO
+262.2%
+137.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -9.2% | +21.6% | +13.3% |
| 7D | +19.4% | -12.2% | +31.6% | +20.7% |
| 30D | +5.6% | -19.7% | +25.4% | +7.5% |
| 3M | +33.1% | -37.4% | +70.5% | +38.0% |
| 6M | +192.5% | -42.3% | +234.7% | +203.2% |
| YTD | +160.9% | -49.5% | +210.4% | +171.2% |
| 1Y | +155.0% | -54.7% | +209.7% | +163.4% |
| 3Y | +289.4% | +249.6% | +39.8% | +218.2% |
| 5Y | +395.7% | +268.1% | +127.6% | +301.0% |
| All | +400.1% | +262.2% | +137.9% | +310.3% |
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