+119.2%
NOK vs OKLO
+333.1%
-213.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.2% | +5.9% |
| 7D | +7.3% | +12.4% | -5.2% | +6.6% |
| 30D | +13.8% | -10.6% | +24.3% | +14.4% |
| 3M | -27.0% | -26.5% | -0.5% | -26.2% |
| 6M | +37.6% | -25.6% | +63.2% | +38.8% |
| YTD | +64.6% | -39.6% | +104.3% | +66.6% |
| 1Y | +132.0% | -38.8% | +170.8% | +133.4% |
| 3Y | +183.7% | +318.1% | -134.4% | +155.1% |
| 5Y | +101.3% | +339.7% | -238.4% | +81.8% |
| All | +119.2% | +333.1% | -213.9% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling