+361.5%
LLY vs OKLO
+337.5%
+24.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.2% | -2.2% |
| 7D | -3.1% | +12.4% | -15.5% | -3.2% |
| 30D | -5.1% | -10.6% | +5.5% | -5.0% |
| 3M | -2.1% | -26.5% | +24.5% | -1.8% |
| 6M | +13.8% | -25.6% | +39.5% | +14.0% |
| YTD | +5.1% | -39.6% | +44.7% | +5.2% |
| 1Y | +53.1% | -38.8% | +91.9% | +52.3% |
| 3Y | +95.6% | +318.1% | -222.4% | +91.9% |
| 5Y | +361.5% | +339.7% | +21.8% | +348.1% |
| All | +361.5% | +337.5% | +24.0% | +348.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling