+326.6%
OKLO vs ILMN
-54.9%
+381.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.3% |
| 7D | +7.7% | -3.9% | +11.6% | +8.2% |
| 30D | -4.3% | +6.9% | -11.2% | -5.2% |
| 3M | -24.6% | +28.1% | -52.7% | -27.1% |
| 6M | -31.1% | +65.0% | -96.0% | -35.6% |
| YTD | -40.7% | +56.3% | -97.0% | -44.4% |
| 1Y | -42.4% | +108.7% | -151.2% | -48.1% |
| 3Y | +310.9% | +33.1% | +277.8% | +272.2% |
| 5Y | +332.6% | -54.1% | +386.7% | +293.2% |
| All | +326.6% | -54.9% | +381.5% | +286.4% |
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