+95.0%
LIN vs OKLO
+92.0%
+3.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.2% | +12.5% | -0.5% |
| 7D | +3.6% | -28.4% | +32.0% | +3.9% |
| 30D | +6.4% | -50.2% | +56.6% | +7.1% |
| 3M | +6.5% | -55.3% | +61.8% | +7.2% |
| 6M | +4.9% | -71.9% | +76.8% | +6.0% |
| YTD | +23.4% | -73.2% | +96.7% | +24.7% |
| 1Y | +26.3% | -84.2% | +110.5% | +28.5% |
| 3Y | +38.0% | +86.4% | -48.4% | +25.2% |
| 5Y | +68.0% | +94.9% | -26.9% | +50.7% |
| All | +95.0% | +92.0% | +3.0% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling