+123.7%
MS vs OKLO
+163.3%
-39.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | +1.4% |
| 7D | -1.7% | +16.9% | -18.6% | -3.3% |
| 30D | +0.9% | -19.7% | +20.6% | +2.4% |
| 3M | -10.8% | -45.0% | +34.2% | -7.1% |
| 6M | +0.9% | -66.9% | +67.8% | +8.7% |
| YTD | +9.8% | -64.0% | +73.8% | +16.2% |
| 1Y | +17.1% | -75.2% | +92.3% | +26.6% |
| 3Y | +175.7% | +151.1% | +24.6% | +140.7% |
| All | +123.7% | +163.3% | -39.7% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling