+85.0%
MSFT vs OKLO
+325.7%
-240.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -1.0% | +7.7% | -8.8% | -1.4% |
| 30D | -2.7% | -4.3% | +1.7% | -2.6% |
| 3M | +22.1% | -24.6% | +46.7% | +23.1% |
| 6M | +20.6% | -31.1% | +51.7% | +21.3% |
| YTD | +2.3% | -40.7% | +43.0% | +3.3% |
| 1Y | -0.5% | -42.4% | +41.9% | -0.2% |
| 3Y | +50.5% | +310.9% | -260.4% | +34.6% |
| 5Y | +72.3% | +332.6% | -260.3% | +51.7% |
| All | +85.0% | +325.7% | -240.7% | +63.5% |
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