+116.1%
MO vs OKLO
+333.1%
-217.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -0.9% |
| 7D | -2.0% | +12.4% | -14.4% | -1.8% |
| 30D | -0.3% | -10.6% | +10.3% | -0.4% |
| 3M | -2.9% | -26.5% | +23.6% | -3.1% |
| 6M | +5.8% | -25.6% | +31.4% | +5.7% |
| YTD | +22.0% | -39.6% | +61.7% | +21.8% |
| 1Y | +10.7% | -38.8% | +49.4% | +10.7% |
| 3Y | +94.4% | +318.1% | -223.7% | +92.6% |
| 5Y | +97.2% | +339.7% | -242.5% | +95.5% |
| All | +116.1% | +333.1% | -217.0% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling