+83.7%
META vs OKLO
+158.6%
-74.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.0% | -2.2% |
| 7D | -0.2% | +16.9% | -17.1% | -1.4% |
| 30D | -15.4% | -19.7% | +4.3% | -14.4% |
| 3M | +5.0% | -45.0% | +50.0% | +8.5% |
| 6M | +5.2% | -66.9% | +72.1% | +11.4% |
| YTD | -4.5% | -64.0% | +59.5% | -0.6% |
| 1Y | +0.6% | -75.2% | +75.8% | +6.7% |
| 3Y | +93.1% | +151.1% | -58.0% | +88.5% |
| 5Y | +93.7% | +162.8% | -69.1% | +87.7% |
| All | +83.7% | +158.6% | -74.9% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling