+94.7%
LIN vs OKLO
+168.4%
-73.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.0% | -13.0% | +0.9% |
| 7D | +0.1% | +14.1% | -14.0% | 0.0% |
| 30D | +7.6% | -22.7% | +30.2% | +7.8% |
| 3M | +6.5% | -44.6% | +51.1% | +7.1% |
| 6M | +6.2% | -63.0% | +69.2% | +7.1% |
| YTD | +23.2% | -62.6% | +85.8% | +24.1% |
| 1Y | +25.4% | -76.2% | +101.6% | +27.0% |
| 3Y | +38.3% | +160.8% | -122.5% | +25.0% |
| 5Y | +64.4% | +172.5% | -108.1% | +47.1% |
| All | +94.7% | +168.4% | -73.7% | +75.0% |
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 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