+115.3%
MRK vs OKLO
+262.2%
-146.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.6% | -0.7% |
| 7D | -4.3% | -12.2% | +8.0% | -4.5% |
| 30D | +8.3% | -19.7% | +28.0% | +7.8% |
| 3M | +20.0% | -37.4% | +57.4% | +19.1% |
| 6M | +25.7% | -42.3% | +68.0% | +24.8% |
| YTD | +38.7% | -49.5% | +88.3% | +37.6% |
| 1Y | +74.7% | -54.7% | +129.4% | +73.5% |
| 3Y | +45.4% | +249.6% | -204.3% | +50.7% |
| 5Y | +129.0% | +268.1% | -139.1% | +137.5% |
| All | +115.3% | +262.2% | -146.9% | +123.8% |
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