+61.2%
MA vs OKLO
+312.7%
-251.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.1% |
| 7D | -2.7% | +2.8% | -5.5% | -2.7% |
| 30D | +1.5% | -4.0% | +5.5% | +1.5% |
| 3M | +20.4% | -36.9% | +57.3% | +20.9% |
| 6M | +11.1% | -37.1% | +48.3% | +11.3% |
| YTD | +2.0% | -42.5% | +44.4% | +2.1% |
| 1Y | -2.2% | -40.7% | +38.6% | -2.7% |
| 3Y | +41.9% | +299.1% | -257.2% | +31.1% |
| 5Y | +75.4% | +317.3% | -241.9% | +59.1% |
| All | +61.2% | +312.7% | -251.5% | +48.8% |
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