+113.8%
IBM vs OKLO
+312.7%
-198.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.1% |
| 7D | -0.3% | +2.8% | -3.1% | -0.4% |
| 30D | +0.3% | -4.0% | +4.3% | +0.3% |
| 3M | -21.6% | -36.9% | +15.3% | -20.4% |
| 6M | -4.7% | -37.1% | +32.4% | -3.8% |
| YTD | -19.1% | -42.5% | +23.4% | -18.2% |
| 1Y | -2.5% | -40.7% | +38.2% | -2.6% |
| 3Y | +74.2% | +299.1% | -225.0% | +53.1% |
| 5Y | +113.1% | +317.3% | -204.2% | +84.2% |
| All | +113.8% | +312.7% | -198.9% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling