+82.1%
IBM vs OKLO
+161.3%
-79.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -0.1% |
| 7D | -2.5% | +14.1% | -16.7% | -3.1% |
| 30D | +8.4% | -22.7% | +31.0% | +9.2% |
| 3M | +4.5% | -44.6% | +49.0% | +6.4% |
| 6M | +7.9% | -63.0% | +70.9% | +11.2% |
| YTD | -15.2% | -62.6% | +47.4% | -13.2% |
| 1Y | -17.6% | -76.2% | +58.6% | -14.5% |
| 3Y | +82.1% | +160.8% | -78.8% | +67.8% |
| All | +82.1% | +161.3% | -79.3% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling