+318.8%
HPE vs OKLO
+312.7%
+6.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -4.8% |
| 7D | -0.6% | +2.8% | -3.4% | -0.9% |
| 30D | -2.3% | -4.0% | +1.7% | -2.3% |
| 3M | -2.9% | -36.9% | +34.0% | +0.7% |
| 6M | +143.6% | -37.1% | +180.7% | +150.6% |
| YTD | +118.5% | -42.5% | +161.0% | +124.6% |
| 1Y | +129.2% | -40.7% | +169.9% | +131.5% |
| 3Y | +212.5% | +299.1% | -86.6% | +152.5% |
| 5Y | +286.9% | +317.3% | -30.4% | +211.0% |
| All | +318.8% | +312.7% | +6.1% | +239.9% |
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