+30.0%
LIN vs OKLO
+296.8%
-266.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.5% | -1.0% |
| 7D | -2.1% | +2.8% | -4.9% | -2.1% |
| 30D | -2.4% | -4.0% | +1.6% | -2.4% |
| 3M | -5.6% | -36.9% | +31.3% | -5.2% |
| 6M | -3.4% | -37.1% | +33.7% | -3.1% |
| YTD | +13.1% | -42.5% | +55.6% | +13.4% |
| 1Y | +2.5% | -40.7% | +43.2% | +2.3% |
| All | +30.0% | +296.8% | -266.8% | +19.3% |
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