+118.7%
MO vs OKLO
+262.2%
-143.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +0.1% |
| 7D | +0.1% | -12.2% | +12.4% | -0.1% |
| 30D | +7.1% | -19.7% | +26.9% | +6.7% |
| 3M | -2.0% | -37.4% | +35.4% | -2.5% |
| 6M | +7.3% | -42.3% | +49.6% | +6.8% |
| YTD | +23.5% | -49.5% | +73.0% | +22.8% |
| 1Y | +11.0% | -54.7% | +65.7% | +10.5% |
| 3Y | +95.0% | +249.6% | -154.6% | +92.5% |
| 5Y | +100.6% | +268.1% | -167.5% | +98.1% |
| All | +118.7% | +262.2% | -143.5% | +118.3% |
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 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