+45.8%
NFLX vs OKLO
+262.2%
-216.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.2% | +11.0% | +2.3% |
| 7D | -1.1% | -12.2% | +11.2% | -0.5% |
| 30D | +4.3% | -19.7% | +24.0% | +5.4% |
| 3M | -4.8% | -37.4% | +32.6% | -2.7% |
| 6M | -18.4% | -42.3% | +23.9% | -17.0% |
| YTD | -17.4% | -49.5% | +32.1% | -15.9% |
| 1Y | -35.7% | -54.7% | +19.0% | -34.9% |
| 3Y | +73.8% | +249.6% | -175.8% | +32.2% |
| 5Y | +29.3% | +268.1% | -238.8% | -5.3% |
| All | +45.8% | +262.2% | -216.4% | +6.8% |
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