+11.3%
ISRG vs OKLO
+325.7%
-314.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -5.0% | +7.7% | -12.7% | -5.3% |
| 30D | -10.2% | -4.3% | -5.9% | -10.1% |
| 3M | -17.2% | -24.6% | +7.4% | -16.5% |
| 6M | -28.4% | -31.1% | +2.7% | -28.0% |
| YTD | -37.6% | -40.7% | +3.0% | -37.0% |
| 1Y | -24.4% | -42.4% | +18.0% | -24.8% |
| 3Y | +18.4% | +310.9% | -292.5% | +1.7% |
| 5Y | -1.0% | +332.6% | -333.6% | -16.9% |
| All | +11.3% | +325.7% | -314.4% | -5.5% |
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