-3.0%
ISRG vs OKLO
+337.5%
-340.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.9% | -9.5% | -4.7% |
| 7D | -5.2% | +12.4% | -17.6% | -5.7% |
| 30D | -7.6% | -10.6% | +3.0% | -7.2% |
| 3M | -16.4% | -26.5% | +10.2% | -15.5% |
| 6M | -28.6% | -25.6% | -2.9% | -28.3% |
| YTD | -38.2% | -39.6% | +1.5% | -37.6% |
| 1Y | -25.5% | -38.8% | +13.3% | -26.1% |
| 3Y | +17.4% | +318.1% | -300.6% | +0.3% |
| 5Y | -3.0% | +339.7% | -342.7% | -19.9% |
| All | -3.0% | +337.5% | -340.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling