+25.9%
NEE vs OKLO
+262.2%
-236.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | 0.0% |
| 7D | -1.3% | -12.2% | +10.9% | -1.2% |
| 30D | -3.3% | -19.7% | +16.4% | -3.0% |
| 3M | -2.3% | -37.4% | +35.1% | -1.7% |
| 6M | -8.9% | -42.3% | +33.4% | -8.3% |
| YTD | +4.8% | -49.5% | +54.3% | +5.5% |
| 1Y | +18.7% | -54.7% | +73.4% | +19.4% |
| 3Y | +33.2% | +249.6% | -216.4% | +15.0% |
| 5Y | +10.9% | +268.1% | -257.2% | -3.8% |
| All | +25.9% | +262.2% | -236.3% | +9.8% |
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 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