+41.1%
LLY vs OKLO
-77.5%
+118.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.7% |
| 7D | +4.6% | +27.3% | -22.8% | +4.8% |
| 30D | +22.4% | -23.1% | +45.4% | +21.9% |
| 3M | +17.1% | -45.8% | +63.0% | +16.2% |
| 6M | +44.6% | -66.8% | +111.4% | +43.9% |
| YTD | +33.5% | -65.9% | +99.4% | +31.5% |
| 1Y | +41.1% | -78.0% | +119.1% | +35.9% |
| All | +41.1% | -77.5% | +118.6% | +35.9% |
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