+45.4%
MSFT vs OKLO
+148.9%
-103.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.0% |
| 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% | +7.6% |
| All | +45.4% | +148.9% | -103.4% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling