+722.0%
NVDA vs OKLO
+139.2%
+582.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -12.7% | +1.6% | -14.3% | -13.1% |
| 30D | -26.4% | -17.6% | -8.8% | -24.8% |
| 3M | -27.6% | -48.5% | +20.9% | -21.7% |
| 6M | -27.7% | -65.7% | +37.9% | -18.3% |
| YTD | -12.5% | -66.7% | +54.2% | -2.6% |
| 1Y | -12.6% | -76.5% | +63.8% | +0.9% |
| 3Y | +235.9% | +132.5% | +103.5% | +166.6% |
| 5Y | +438.2% | +142.8% | +295.4% | +323.0% |
| All | +722.0% | +139.2% | +582.8% | +538.1% |
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