+160.8%
OKLO vs JD
+18.5%
+142.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.5% | +16.5% | +14.7% |
| 7D | +14.1% | +7.9% | +6.2% | +11.1% |
| 30D | -22.7% | +4.8% | -27.4% | -24.0% |
| 3M | -44.6% | -13.9% | -30.6% | -42.2% |
| 6M | -63.0% | -5.8% | -57.2% | -62.8% |
| YTD | -62.6% | +2.4% | -65.0% | -63.2% |
| 1Y | -76.2% | -7.5% | -68.6% | -75.9% |
| 3Y | +160.8% | +20.9% | +140.0% | +173.3% |
| All | +160.8% | +18.5% | +142.3% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling