+165.5%
JPM vs OKLO
+298.8%
-133.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | 0.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -2.3% | -15.2% | +12.8% | -1.7% |
| 3M | +14.9% | -26.2% | +41.1% | +16.1% |
| 6M | +23.6% | -35.0% | +58.7% | +25.0% |
| YTD | +11.3% | -44.4% | +55.7% | +13.0% |
| 1Y | +19.9% | -45.9% | +65.8% | +20.9% |
| 3Y | +162.6% | +284.9% | -122.4% | +129.9% |
| 5Y | +154.6% | +305.3% | -150.7% | +116.7% |
| All | +165.5% | +298.8% | -133.3% | +132.1% |
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