+129.0%
NOK vs OKLO
+262.2%
-133.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -9.2% | +14.0% | +5.3% |
| 7D | +11.0% | -12.2% | +23.2% | +11.7% |
| 30D | +7.8% | -19.7% | +27.6% | +9.0% |
| 3M | -21.0% | -37.4% | +16.4% | -19.4% |
| 6M | +40.9% | -42.3% | +83.2% | +43.8% |
| YTD | +72.0% | -49.5% | +121.6% | +75.8% |
| 1Y | +140.9% | -54.7% | +195.6% | +145.5% |
| 3Y | +194.3% | +249.6% | -55.4% | +167.1% |
| 5Y | +112.5% | +268.1% | -155.6% | +93.8% |
| All | +129.0% | +262.2% | -133.2% | +107.8% |
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