+136.4%
NEM vs OKLO
+312.7%
-176.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.1% |
| 7D | +0.3% | +2.8% | -2.5% | +0.1% |
| 30D | +23.1% | -4.0% | +27.1% | +23.2% |
| 3M | +18.5% | -36.9% | +55.4% | +22.3% |
| 6M | +7.8% | -37.1% | +44.9% | +10.6% |
| YTD | +29.1% | -42.5% | +71.6% | +32.9% |
| 1Y | +72.7% | -40.7% | +113.4% | +76.9% |
| 3Y | +248.7% | +299.1% | -50.4% | +193.5% |
| 5Y | +148.7% | +317.3% | -168.6% | +108.1% |
| All | +136.4% | +312.7% | -176.3% | +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 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