+18.3%
HYG vs OKLO
+267.3%
-249.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +0.1% |
| 7D | -0.7% | -12.2% | +11.5% | -0.6% |
| 30D | -0.7% | -19.7% | +19.0% | -0.5% |
| 3M | -0.2% | -37.4% | +37.2% | +0.2% |
| 6M | +1.4% | -42.3% | +43.7% | +1.8% |
| YTD | +1.5% | -49.5% | +51.0% | +1.9% |
| 1Y | +2.9% | -54.7% | +57.6% | +3.2% |
| 3Y | +25.6% | +249.6% | -224.0% | +21.1% |
| All | +18.3% | +267.3% | -249.1% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling