+24.6%
MDT vs OKLO
+310.9%
-286.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -0.3% | +7.7% | -8.0% | -0.3% |
| 30D | +2.8% | -4.3% | +7.1% | +2.8% |
| 3M | +13.1% | -24.6% | +37.7% | +13.2% |
| 6M | +2.3% | -31.1% | +33.4% | +2.3% |
| YTD | -2.7% | -40.7% | +38.0% | -2.7% |
| 1Y | +0.9% | -42.4% | +43.3% | +0.8% |
| All | +24.6% | +310.9% | -286.3% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling