+45.2%
NFLX vs OKLO
+148.9%
-103.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.0% | +1.9% |
| 7D | -2.8% | +16.9% | -19.7% | -3.7% |
| 30D | -8.6% | -19.7% | +11.1% | -7.8% |
| 3M | -13.7% | -45.0% | +31.3% | -11.4% |
| 6M | -24.5% | -66.9% | +42.4% | -20.7% |
| YTD | -31.2% | -64.0% | +32.8% | -28.9% |
| 1Y | -43.2% | -75.2% | +32.0% | -40.2% |
| All | +45.2% | +148.9% | -103.7% | +15.3% |
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