+27.0%
NFLX vs OKLO
+332.6%
-305.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -8.1% | +7.7% | -15.8% | -8.5% |
| 30D | -0.3% | -4.3% | +4.0% | -0.2% |
| 3M | -6.6% | -24.6% | +18.0% | -5.5% |
| 6M | -22.7% | -31.1% | +8.4% | -22.0% |
| YTD | -18.9% | -40.7% | +21.8% | -18.1% |
| 1Y | -39.8% | -42.4% | +2.6% | -39.9% |
| 3Y | +71.7% | +310.9% | -239.2% | +29.3% |
| All | +27.0% | +332.6% | -305.6% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling