+80.4%
META vs OKLO
+95.7%
-15.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.2% | +9.2% | -3.1% |
| 7D | -3.1% | -28.4% | +25.3% | -1.1% |
| 30D | -18.1% | -50.2% | +32.1% | -14.5% |
| 3M | +2.9% | -55.3% | +58.2% | +7.8% |
| 6M | +0.2% | -71.9% | +72.1% | +7.4% |
| YTD | -8.1% | -73.2% | +65.1% | -2.3% |
| 1Y | -4.5% | -84.2% | +79.6% | +4.4% |
| 3Y | +94.2% | +86.4% | +7.8% | +93.1% |
| All | +80.4% | +95.7% | -15.3% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling