+326.6%
OKLO vs JD
-56.2%
+382.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.7% | -1.4% |
| 7D | +7.7% | -3.0% | +10.7% | +8.1% |
| 30D | -4.3% | -19.3% | +15.0% | -1.9% |
| 3M | -24.6% | -6.0% | -18.6% | -24.3% |
| 6M | -31.1% | +1.8% | -32.9% | -31.3% |
| YTD | -40.7% | -2.6% | -38.1% | -40.6% |
| 1Y | -42.4% | -17.4% | -25.0% | -41.4% |
| 3Y | +310.9% | -8.6% | +319.5% | +322.5% |
| 5Y | +332.6% | -61.6% | +394.2% | +343.1% |
| All | +326.6% | -56.2% | +382.8% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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