+1.9%
META vs OKLO
-77.1%
+78.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.0% | -8.9% | +4.1% |
| 7D | +5.7% | +14.1% | -8.4% | +4.5% |
| 30D | -10.8% | -22.7% | +11.9% | -9.7% |
| 3M | +8.4% | -44.6% | +53.0% | +11.3% |
| 6M | +5.4% | -63.0% | +68.4% | +10.0% |
| YTD | -2.6% | -62.6% | +60.0% | -1.5% |
| All | +1.9% | -77.1% | +78.9% | +4.8% |
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 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