+322.4%
NET vs OKLO
+114.3%
+208.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.3% | -1.9% |
| 7D | -16.4% | -18.4% | +2.1% | -14.3% |
| 30D | -25.8% | -38.5% | +12.7% | -21.7% |
| 3M | -11.5% | -48.9% | +37.4% | -5.0% |
| 6M | +18.9% | -67.8% | +86.7% | +32.7% |
| YTD | +35.2% | -69.2% | +104.4% | +48.7% |
| 1Y | +14.5% | -80.3% | +94.7% | +31.3% |
| All | +322.4% | +114.3% | +208.1% | +284.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling