+935.2%
MU vs OKLO
+139.2%
+796.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.1% |
| 7D | +12.8% | +1.6% | +11.2% | +12.4% |
| 30D | -14.9% | -17.6% | +2.8% | -12.0% |
| 3M | -18.0% | -48.5% | +30.5% | -8.8% |
| 6M | -3.1% | -65.7% | +62.5% | +14.4% |
| YTD | +172.9% | -66.7% | +239.6% | +219.0% |
| 1Y | +228.8% | -76.5% | +305.3% | +299.0% |
| 3Y | +950.8% | +132.5% | +818.4% | +788.3% |
| 5Y | +931.3% | +142.8% | +788.4% | +777.2% |
| All | +935.2% | +139.2% | +796.0% | +790.7% |
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 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