-23.7%
MARA vs OKLO
-51.2%
+27.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -9.2% | +14.0% | +8.7% |
| 7D | +5.9% | -12.2% | +18.2% | +11.5% |
| 30D | +24.3% | -19.7% | +44.0% | +35.6% |
| 3M | -12.0% | -37.4% | +25.4% | +4.8% |
| 6M | +40.1% | -42.3% | +82.4% | +66.4% |
| YTD | +33.4% | -49.5% | +82.9% | +65.2% |
| 1Y | -23.7% | -54.7% | +31.0% | +3.6% |
| All | -23.7% | -51.2% | +27.4% | +3.6% |
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 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