+122.1%
MRK vs OKLO
+333.1%
-211.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.2% | -1.1% |
| 7D | -0.9% | +12.4% | -13.3% | -0.7% |
| 30D | +15.5% | -10.6% | +26.0% | +15.2% |
| 3M | +25.1% | -26.5% | +51.6% | +24.5% |
| 6M | +30.1% | -25.6% | +55.7% | +29.8% |
| YTD | +43.1% | -39.6% | +82.8% | +42.4% |
| 1Y | +82.5% | -38.8% | +121.2% | +82.3% |
| 3Y | +49.3% | +318.1% | -268.7% | +55.3% |
| 5Y | +130.3% | +339.7% | -209.4% | +139.5% |
| All | +122.1% | +333.1% | -211.0% | +131.7% |
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