+168.9%
OKLO vs ILMN
-51.4%
+220.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +3.6% | +10.4% | +13.4% |
| 7D | +14.1% | -2.6% | +16.7% | +14.8% |
| 30D | -22.7% | -20.6% | -2.0% | -20.0% |
| 3M | -44.6% | +17.5% | -62.0% | -45.7% |
| 6M | -63.0% | +55.6% | -118.6% | -65.2% |
| YTD | -62.6% | +68.3% | -130.9% | -65.3% |
| 1Y | -76.2% | +81.1% | -157.3% | -78.1% |
| 3Y | +160.8% | +112.2% | +48.7% | +133.4% |
| 5Y | +172.5% | -42.6% | +215.1% | +145.7% |
| All | +168.9% | -51.4% | +220.4% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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