+71.4%
MSFT vs OKLO
+337.5%
-266.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3Y | +51.2% | +318.1% | -266.8% | +35.0% |
| 5Y | +71.4% | +339.7% | -268.3% | +50.0% |
| All | +71.4% | +337.5% | -266.0% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling