+1,001.8%
NVDA vs OKLO
+262.2%
+739.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.1% | +1.2% |
| 7D | -5.1% | -12.2% | +7.1% | -3.6% |
| 30D | -2.5% | -19.7% | +17.3% | +0.2% |
| 3M | +6.7% | -37.4% | +44.1% | +12.6% |
| 6M | +17.6% | -42.3% | +59.9% | +23.7% |
| YTD | +17.3% | -49.5% | +66.8% | +24.3% |
| 1Y | +23.5% | -54.7% | +78.2% | +29.4% |
| 3Y | +384.6% | +249.6% | +135.0% | +267.7% |
| 5Y | +875.4% | +268.1% | +607.3% | +620.4% |
| All | +1,001.8% | +262.2% | +739.6% | +714.8% |
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