+97.6%
META vs OKLO
+155.5%
-57.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.4% |
| 7D | +3.3% | +6.8% | -3.5% | +2.6% |
| 30D | -10.8% | -27.7% | +16.9% | -9.2% |
| 3M | +7.9% | -43.6% | +51.5% | +11.3% |
| 6M | +5.4% | -65.4% | +70.8% | +11.3% |
| YTD | -2.6% | -65.0% | +62.5% | +1.6% |
| 1Y | +1.9% | -77.5% | +79.4% | +8.7% |
| 3Y | +97.0% | +143.6% | -46.6% | +92.4% |
| All | +97.6% | +155.5% | -57.9% | +88.3% |
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