+45.2%
ISRG vs OKLO
+168.4%
-123.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +1.2% |
| 7D | +5.4% | +14.1% | -8.7% | +4.7% |
| 30D | +8.6% | -22.7% | +31.3% | +9.6% |
| 3M | +21.6% | -44.6% | +66.1% | +24.2% |
| 6M | +2.3% | -63.0% | +65.3% | +5.9% |
| YTD | -18.7% | -62.6% | +43.9% | -16.5% |
| 1Y | -17.8% | -76.2% | +58.4% | -14.2% |
| 3Y | +69.1% | +160.8% | -91.8% | +47.2% |
| 5Y | +26.5% | +172.5% | -146.0% | +7.6% |
| All | +45.2% | +168.4% | -123.2% | +25.3% |
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