+134.1%
NEM vs OKLO
+262.2%
-128.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.2% | +9.7% | +1.3% |
| 7D | -1.0% | -12.2% | +11.2% | 0.0% |
| 30D | +7.8% | -19.7% | +27.6% | +9.6% |
| 3M | +30.2% | -37.4% | +67.6% | +34.5% |
| 6M | +9.6% | -42.3% | +51.9% | +13.3% |
| YTD | +27.8% | -49.5% | +77.3% | +33.0% |
| 1Y | +60.7% | -54.7% | +115.4% | +67.3% |
| 3Y | +245.3% | +249.6% | -4.3% | +193.6% |
| 5Y | +155.3% | +268.1% | -112.7% | +114.7% |
| All | +134.1% | +262.2% | -128.1% | +99.1% |
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