+97.0%
LIN vs OKLO
+158.6%
-61.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.9% |
| 7D | +0.3% | +16.9% | -16.6% | +0.2% |
| 30D | +8.0% | -19.7% | +27.8% | +8.2% |
| 3M | +7.7% | -45.0% | +52.7% | +8.3% |
| 6M | +5.1% | -66.9% | +72.0% | +6.1% |
| YTD | +24.7% | -64.0% | +88.7% | +25.6% |
| 1Y | +25.1% | -75.2% | +100.3% | +26.6% |
| 3Y | +36.8% | +151.1% | -114.2% | +23.8% |
| 5Y | +67.9% | +162.8% | -95.0% | +50.2% |
| All | +97.0% | +158.6% | -61.6% | +77.1% |
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