+81.9%
META vs OKLO
+140.1%
-58.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +22.7% | -21.8% | -0.6% |
| 7D | -0.8% | -6.7% | +5.9% | -0.5% |
| 30D | -15.4% | -36.0% | +20.6% | -13.2% |
| 3M | +3.5% | -44.2% | +47.7% | +6.8% |
| 6M | -0.3% | -70.4% | +70.1% | +6.4% |
| YTD | -7.3% | -67.2% | +59.9% | -2.9% |
| 1Y | -1.1% | -77.9% | +76.9% | +5.8% |
| 3Y | +95.1% | +128.4% | -33.4% | +91.2% |
| All | +81.9% | +140.1% | -58.1% | +75.0% |
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