+147.4%
MS vs OKLO
+92.0%
+55.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.2% | +7.3% | -4.8% |
| 7D | -3.4% | -28.4% | +25.0% | -0.8% |
| 30D | -3.9% | -50.2% | +46.3% | +1.6% |
| 3M | -15.9% | -55.3% | +39.4% | -10.7% |
| 6M | -2.5% | -71.9% | +69.4% | +6.7% |
| YTD | +5.1% | -73.2% | +78.3% | +14.3% |
| 1Y | +13.0% | -84.2% | +97.1% | +26.6% |
| 3Y | +160.7% | +86.4% | +74.3% | +132.6% |
| 5Y | +114.0% | +94.9% | +19.1% | +87.6% |
| All | +147.4% | +92.0% | +55.4% | +120.2% |
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