+35.6%
LIN vs OKLO
+143.6%
-108.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.3% |
| 7D | +2.0% | +6.8% | -4.8% | +1.9% |
| 30D | +7.9% | -27.7% | +35.6% | +8.2% |
| 3M | +6.3% | -43.6% | +49.9% | +6.8% |
| 6M | +6.5% | -65.4% | +71.9% | +7.5% |
| YTD | +23.6% | -65.0% | +88.6% | +24.5% |
| 1Y | +25.7% | -77.5% | +103.2% | +27.3% |
| 3Y | +35.6% | +143.6% | -108.0% | +22.5% |
| All | +35.6% | +143.6% | -108.0% | +22.5% |
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