+94.5%
MO vs OKLO
+284.9%
-190.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +5.8% | -15.2% | +20.9% | +5.5% |
| 3M | -4.5% | -26.2% | +21.6% | -4.8% |
| 6M | +5.7% | -35.0% | +40.8% | +5.5% |
| YTD | +23.1% | -44.4% | +67.5% | +22.7% |
| 1Y | +10.9% | -45.9% | +56.8% | +10.8% |
| All | +94.5% | +284.9% | -190.5% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling