+1,119.4%
NBIS vs OKLO
+123.6%
+995.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.9% | +2.8% | +5.5% |
| 7D | +22.2% | +12.4% | +9.8% | +16.2% |
| 30D | +29.7% | -10.6% | +40.3% | +34.9% |
| 3M | +11.9% | -26.5% | +38.4% | +28.0% |
| 6M | +173.0% | -25.6% | +198.7% | +196.9% |
| YTD | +191.4% | -39.6% | +231.0% | +246.5% |
| 1Y | +280.7% | -38.8% | +319.5% | +328.7% |
| All | +1,119.4% | +123.6% | +995.8% | +651.2% |
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 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