+57.3%
LLY vs OKLO
-81.5%
+138.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +0.5% |
| 7D | +10.1% | -18.4% | +28.5% | +9.8% |
| 30D | +24.0% | -38.5% | +62.5% | +23.3% |
| 3M | +27.3% | -48.9% | +76.2% | +26.2% |
| 6M | +47.0% | -67.8% | +114.7% | +46.0% |
| YTD | +32.6% | -69.2% | +101.8% | +30.6% |
| 1Y | +57.3% | -80.3% | +137.6% | +53.2% |
| All | +57.3% | -81.5% | +138.8% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling