+87.3%
META vs OKLO
+168.4%
-81.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.0% | -8.9% | +4.2% |
| 7D | +5.7% | +14.1% | -8.4% | +4.6% |
| 30D | -10.8% | -22.7% | +11.9% | -9.6% |
| 3M | +8.4% | -44.6% | +53.0% | +11.9% |
| 6M | +5.4% | -63.0% | +68.4% | +10.8% |
| YTD | -2.6% | -62.6% | +60.0% | +1.1% |
| 1Y | +3.5% | -76.2% | +79.7% | +10.1% |
| 3Y | +102.0% | +160.8% | -58.8% | +96.8% |
| 5Y | +93.1% | +172.5% | -79.4% | +86.7% |
| All | +87.3% | +168.4% | -81.1% | +82.4% |
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 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