+145.0%
OKLO vs AXON
+80.1%
+64.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.8% | -4.7% |
| 7D | +27.3% | -19.7% | +47.1% | +33.3% |
| 30D | -23.1% | -25.7% | +2.6% | -17.2% |
| 3M | -45.8% | -48.8% | +3.0% | -34.8% |
| 6M | -66.8% | -22.0% | -44.8% | -65.5% |
| YTD | -65.9% | -45.9% | -20.0% | -60.9% |
| 1Y | -78.0% | -46.1% | -31.9% | -74.6% |
| 3Y | +137.4% | +40.9% | +96.5% | +172.8% |
| 5Y | +148.2% | +80.2% | +68.0% | +187.0% |
| All | +145.0% | +80.1% | +64.9% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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