+269.4%
HPE vs OKLO
+310.9%
-41.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.3% |
| 7D | +13.6% | +7.7% | +5.9% | +12.8% |
| 30D | +7.7% | -4.3% | +12.0% | +8.0% |
| 3M | +22.4% | -24.6% | +47.0% | +24.9% |
| 6M | +172.6% | -31.1% | +203.7% | +178.3% |
| YTD | +147.5% | -40.7% | +188.2% | +153.7% |
| 1Y | +151.8% | -42.4% | +194.2% | +154.8% |
| All | +269.4% | +310.9% | -41.5% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling