+97.9%
INTC vs OKLO
+298.8%
-200.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.3% | +0.7% | -4.9% |
| 7D | +9.4% | +0.1% | +9.3% | +9.5% |
| 30D | +2.7% | -15.2% | +17.8% | +4.3% |
| 3M | -6.3% | -26.2% | +19.9% | -3.6% |
| 6M | +114.5% | -35.0% | +149.5% | +120.9% |
| YTD | +171.9% | -44.4% | +216.3% | +183.1% |
| 1Y | +305.0% | -45.9% | +350.9% | +318.0% |
| 3Y | +168.3% | +284.9% | -116.6% | +133.7% |
| 5Y | +102.3% | +305.3% | -203.0% | +76.4% |
| All | +97.9% | +298.8% | -200.9% | +73.6% |
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