+539.9%
LLY vs OKLO
+139.2%
+400.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.3% |
| 7D | +6.7% | +1.6% | +5.2% | +6.7% |
| 30D | +19.6% | -17.6% | +37.2% | +19.6% |
| 3M | +19.7% | -48.5% | +68.2% | +20.1% |
| 6M | +42.7% | -65.7% | +108.4% | +43.6% |
| YTD | +35.1% | -66.7% | +101.8% | +35.6% |
| 1Y | +42.2% | -76.5% | +118.7% | +43.0% |
| 3Y | +140.8% | +132.5% | +8.3% | +136.7% |
| 5Y | +480.6% | +142.8% | +337.7% | +466.9% |
| All | +539.9% | +139.2% | +400.7% | +528.3% |
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 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