+1,061.4%
NVDA vs OKLO
+312.7%
+748.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.4% |
| 7D | +5.9% | +2.8% | +3.1% | +5.5% |
| 30D | +5.1% | -4.0% | +9.1% | +5.4% |
| 3M | +5.4% | -36.9% | +42.2% | +11.1% |
| 6M | +26.0% | -37.1% | +63.1% | +31.1% |
| YTD | +23.7% | -42.5% | +66.2% | +28.9% |
| 1Y | +34.4% | -40.7% | +75.1% | +36.0% |
| 3Y | +375.8% | +299.1% | +76.7% | +254.8% |
| 5Y | +911.8% | +317.3% | +594.5% | +638.0% |
| All | +1,061.4% | +312.7% | +748.7% | +745.0% |
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