+864.5%
MU vs OKLO
+150.9%
+713.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +0.1% |
| 7D | -15.2% | +6.8% | -22.0% | -16.3% |
| 30D | -29.5% | -27.7% | -1.8% | -25.6% |
| 3M | -15.8% | -43.6% | +27.8% | -7.9% |
| 6M | -2.9% | -65.4% | +62.5% | +14.3% |
| YTD | +154.2% | -65.0% | +219.3% | +194.6% |
| 1Y | +186.6% | -77.5% | +264.1% | +248.4% |
| 3Y | +871.5% | +143.6% | +727.9% | +713.9% |
| 5Y | +911.7% | +154.7% | +757.0% | +752.9% |
| All | +864.5% | +150.9% | +713.6% | +722.4% |
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