+28.2%
NEE vs OKLO
+333.1%
-304.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | +0.4% |
| 7D | +1.1% | +12.4% | -11.3% | +0.9% |
| 30D | -0.2% | -10.6% | +10.3% | -0.1% |
| 3M | +0.5% | -26.5% | +27.1% | +0.9% |
| 6M | -6.5% | -25.6% | +19.1% | -6.3% |
| YTD | +6.7% | -39.6% | +46.3% | +7.1% |
| 1Y | +23.6% | -38.8% | +62.4% | +23.8% |
| 3Y | +37.1% | +318.1% | -280.9% | +18.0% |
| 5Y | +10.9% | +339.7% | -328.8% | -4.0% |
| All | +28.2% | +333.1% | -304.9% | +11.6% |
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