-57.4%
MARA vs OKLO
+333.1%
-390.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +3.4% |
| 7D | +15.6% | +12.4% | +3.2% | +12.3% |
| 30D | +17.2% | -10.6% | +27.8% | +20.4% |
| 3M | -14.2% | -26.5% | +12.4% | -7.9% |
| 6M | +47.7% | -25.6% | +73.3% | +55.9% |
| YTD | +31.7% | -39.6% | +71.4% | +45.7% |
| 1Y | -22.2% | -38.8% | +16.6% | -15.1% |
| 3Y | +8.4% | +318.1% | -309.6% | -21.4% |
| 5Y | -68.3% | +339.7% | -408.0% | -78.3% |
| All | -57.4% | +333.1% | -390.5% | -69.4% |
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