+1.6%
HYG vs OKLO
-81.5%
+83.1%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | +0.8% |
| 7D | -0.1% | -18.4% | +18.3% | +0.3% |
| 30D | +0.7% | -38.5% | +39.2% | +1.6% |
| 3M | -2.0% | -48.9% | +46.9% | -0.9% |
| 6M | -0.9% | -67.8% | +66.9% | +0.9% |
| YTD | +0.1% | -69.2% | +69.2% | +1.6% |
| 1Y | +1.6% | -80.3% | +81.9% | +3.4% |
| All | +1.6% | -81.5% | +83.1% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling