+154.0%
NEM vs OKLO
+305.3%
-151.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -1.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +7.8% | -15.2% | +23.0% | +9.2% |
| 3M | +36.3% | -26.2% | +62.4% | +39.0% |
| 6M | +6.6% | -35.0% | +41.6% | +9.2% |
| YTD | +27.1% | -44.4% | +71.6% | +31.2% |
| 1Y | +62.3% | -45.9% | +108.3% | +67.2% |
| 3Y | +245.1% | +284.9% | -39.9% | +195.2% |
| 5Y | +154.0% | +305.3% | -151.3% | +118.1% |
| All | +154.0% | +305.3% | -151.3% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling