+113.0%
IBM vs OKLO
+298.8%
-185.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.9% | -2.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.8% | -15.2% | +13.3% | -1.3% |
| 3M | -13.5% | -26.2% | +12.7% | -12.8% |
| 6M | -5.1% | -35.0% | +29.9% | -4.3% |
| YTD | -19.4% | -44.4% | +25.0% | -18.5% |
| 1Y | -6.5% | -45.9% | +39.4% | -6.3% |
| 3Y | +73.8% | +284.9% | -211.1% | +53.1% |
| 5Y | +116.3% | +305.3% | -189.0% | +87.1% |
| All | +113.0% | +298.8% | -185.8% | +84.9% |
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 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