+127.5%
IBM vs OKLO
+158.6%
-31.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.4% |
| 7D | -1.7% | +16.9% | -18.6% | -2.4% |
| 30D | +10.1% | -19.7% | +29.8% | +10.8% |
| 3M | +4.8% | -45.0% | +49.8% | +6.8% |
| 6M | +12.6% | -66.9% | +79.5% | +16.6% |
| YTD | -13.9% | -64.0% | +50.1% | -11.8% |
| 1Y | -18.7% | -75.2% | +56.5% | -15.7% |
| 3Y | +81.9% | +151.1% | -69.2% | +62.1% |
| 5Y | +148.3% | +162.8% | -14.5% | +117.8% |
| All | +127.5% | +158.6% | -31.1% | +100.1% |
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