+81.9%
MA vs OKLO
+135.5%
-53.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +22.7% | -23.1% | -0.7% |
| 7D | +2.3% | -6.7% | +9.0% | +2.3% |
| 30D | +14.7% | -36.0% | +50.7% | +15.1% |
| 3M | +13.5% | -44.2% | +57.7% | +14.0% |
| 6M | +33.1% | -70.4% | +103.5% | +34.6% |
| YTD | +15.1% | -67.2% | +82.2% | +15.7% |
| 1Y | +18.7% | -77.9% | +96.7% | +20.1% |
| 3Y | +72.1% | +128.4% | -56.3% | +59.6% |
| 5Y | +92.8% | +139.1% | -46.3% | +75.8% |
| All | +81.9% | +135.5% | -53.6% | +68.6% |
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