-0.9%
MSFT vs OKLO
-43.6%
+42.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -1.0% | +7.7% | -8.8% | -1.6% |
| 30D | -2.7% | -4.3% | +1.7% | -2.5% |
| 3M | +22.1% | -24.6% | +46.7% | +23.2% |
| 6M | +20.6% | -31.1% | +51.7% | +20.6% |
| YTD | +2.3% | -40.7% | +43.0% | +3.4% |
| All | -0.9% | -43.6% | +42.6% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling