+96.8%
LIN vs OKLO
+139.2%
-42.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.7% |
| 7D | +2.1% | +1.6% | +0.5% | +2.1% |
| 30D | +6.8% | -17.6% | +24.4% | +6.9% |
| 3M | +10.4% | -48.5% | +58.9% | +11.0% |
| 6M | +3.2% | -65.7% | +68.8% | +4.1% |
| YTD | +24.6% | -66.7% | +91.3% | +25.6% |
| 1Y | +24.4% | -76.5% | +100.9% | +25.9% |
| 3Y | +36.7% | +132.5% | -95.7% | +23.7% |
| 5Y | +67.0% | +142.8% | -75.8% | +49.5% |
| All | +96.8% | +139.2% | -42.4% | +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