+536.3%
LLY vs OKLO
+158.6%
+377.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | +0.3% |
| 7D | +1.4% | +16.9% | -15.5% | +1.3% |
| 30D | +21.5% | -19.7% | +41.2% | +21.6% |
| 3M | +18.5% | -45.0% | +63.5% | +18.7% |
| 6M | +49.1% | -66.9% | +116.0% | +50.1% |
| YTD | +34.4% | -64.0% | +98.4% | +34.8% |
| 1Y | +46.3% | -75.2% | +121.5% | +47.1% |
| 3Y | +145.5% | +151.1% | -5.6% | +141.2% |
| 5Y | +472.7% | +162.8% | +309.9% | +458.8% |
| All | +536.3% | +158.6% | +377.7% | +524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling