+875.2%
MU vs OKLO
+168.4%
+706.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +14.0% | -7.7% | +3.8% |
| 7D | -12.0% | +14.1% | -26.2% | -14.1% |
| 30D | -28.7% | -22.7% | -6.1% | -25.7% |
| 3M | -16.4% | -44.6% | +28.1% | -8.4% |
| 6M | -1.8% | -63.0% | +61.2% | +14.2% |
| YTD | +157.1% | -62.6% | +219.7% | +194.4% |
| 1Y | +208.5% | -76.2% | +284.7% | +271.1% |
| 3Y | +906.2% | +160.8% | +745.3% | +733.2% |
| 5Y | +893.4% | +172.5% | +720.9% | +727.7% |
| All | +875.2% | +168.4% | +706.8% | +721.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling