+51.2%
MSFT vs OKLO
+319.3%
-268.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -1.4% |
| 7D | -1.4% | +12.4% | -13.8% | -1.9% |
| 30D | -1.0% | -10.6% | +9.5% | -0.6% |
| 3M | +20.2% | -26.5% | +46.7% | +21.3% |
| 6M | +21.3% | -25.6% | +46.9% | +21.6% |
| YTD | +2.8% | -39.6% | +42.4% | +3.7% |
| 1Y | 0.0% | -38.8% | +38.7% | +0.1% |
| 3Y | +51.2% | +318.1% | -266.8% | +42.2% |
| All | +51.2% | +319.3% | -268.0% | +42.2% |
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 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