+396.0%
NVDA vs OKLO
+310.9%
+85.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -0.3% | +7.7% | -8.0% | -1.3% |
| 30D | +2.8% | -4.3% | +7.1% | +3.2% |
| 3M | +7.4% | -24.6% | +32.1% | +10.7% |
| 6M | +22.6% | -31.1% | +53.7% | +26.0% |
| YTD | +20.1% | -40.7% | +60.8% | +24.6% |
| 1Y | +31.2% | -42.4% | +73.6% | +33.2% |
| All | +396.0% | +310.9% | +85.1% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling