+108.8%
NEM vs OKLO
+139.2%
-30.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -6.4% | +1.6% | -8.0% | -6.6% |
| 30D | +1.4% | -17.6% | +19.0% | +2.7% |
| 3M | -0.7% | -48.5% | +47.8% | +4.2% |
| 6M | -4.5% | -65.7% | +61.2% | +2.9% |
| YTD | +14.0% | -66.7% | +80.7% | +22.2% |
| 1Y | +27.3% | -76.5% | +103.8% | +38.5% |
| 3Y | +250.5% | +132.5% | +118.0% | +206.9% |
| 5Y | +121.1% | +142.8% | -21.8% | +92.6% |
| All | +108.8% | +139.2% | -30.4% | +83.0% |
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