+96.1%
MSFT vs OKLO
+158.6%
-62.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.3% | -2.4% |
| 7D | -6.2% | +16.9% | -23.1% | -7.1% |
| 30D | -3.7% | -19.7% | +16.0% | -2.9% |
| 3M | +3.6% | -45.0% | +48.6% | +6.1% |
| 6M | +26.8% | -66.9% | +93.7% | +32.0% |
| YTD | +8.4% | -64.0% | +72.4% | +11.7% |
| 1Y | +3.3% | -75.2% | +78.5% | +7.7% |
| 3Y | +44.3% | +151.1% | -106.8% | +31.4% |
| 5Y | +63.3% | +162.8% | -99.5% | +46.7% |
| All | +96.1% | +158.6% | -62.5% | +76.7% |
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 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