+70.7%
NEE vs OKLO
+130.2%
-59.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -2.1% | +1.6% | -3.7% | -2.1% |
| 30D | +8.6% | -17.6% | +26.2% | +8.9% |
| 3M | -0.3% | -48.5% | +48.2% | +0.6% |
| 6M | -8.9% | -65.7% | +56.7% | -7.6% |
| YTD | +8.3% | -66.7% | +75.0% | +9.7% |
| 1Y | +4.3% | -76.5% | +80.7% | +5.9% |
| 3Y | +70.7% | +132.5% | -61.7% | +43.3% |
| All | +70.7% | +130.2% | -59.5% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling