+50.7%
LLY vs OKLO
-39.6%
+90.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -3.1% | +7.7% | -10.8% | -2.9% |
| 30D | -8.6% | -4.3% | -4.3% | -8.6% |
| 3M | -1.6% | -24.6% | +23.0% | -1.8% |
| 6M | +11.8% | -31.1% | +42.9% | +11.8% |
| YTD | +5.1% | -40.7% | +45.8% | +4.6% |
| 1Y | +50.7% | -42.4% | +93.2% | +50.5% |
| All | +50.7% | -39.6% | +90.3% | +50.5% |
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