+124.8%
NET vs OKLO
+92.0%
+32.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -13.2% | +4.9% | -6.7% |
| 7D | -21.2% | -28.4% | +7.2% | -18.0% |
| 30D | -31.1% | -50.2% | +19.1% | -25.4% |
| 3M | -16.5% | -55.3% | +38.8% | -8.9% |
| 6M | 0.0% | -71.9% | +72.0% | +13.6% |
| YTD | +24.0% | -73.2% | +97.3% | +38.9% |
| 1Y | +7.0% | -84.2% | +91.2% | +26.2% |
| 3Y | +279.6% | +86.4% | +193.1% | +232.7% |
| 5Y | +24.0% | +94.9% | -71.0% | +5.2% |
| All | +124.8% | +92.0% | +32.8% | +88.9% |
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