+78.8%
JNJ vs OKLO
+310.9%
-232.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.8% |
| 7D | -3.0% | +7.7% | -10.7% | -2.8% |
| 30D | +2.5% | -4.3% | +6.8% | +2.5% |
| 3M | +13.2% | -24.6% | +37.9% | +12.8% |
| 6M | +11.3% | -31.1% | +42.4% | +10.9% |
| YTD | +31.1% | -40.7% | +71.8% | +30.5% |
| 1Y | +54.3% | -42.4% | +96.8% | +54.1% |
| All | +78.8% | +310.9% | -232.1% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling