+107.4%
ON vs OKLO
+262.2%
-154.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -9.2% | +17.7% | +9.4% |
| 7D | +2.4% | -12.2% | +14.6% | +3.5% |
| 30D | -8.6% | -19.7% | +11.1% | -6.9% |
| 3M | -34.3% | -37.4% | +3.1% | -31.6% |
| 6M | +28.5% | -42.3% | +70.8% | +34.1% |
| YTD | +40.6% | -49.5% | +90.1% | +47.5% |
| 1Y | +55.3% | -54.7% | +110.0% | +62.6% |
| 3Y | -22.2% | +249.6% | -271.8% | -27.0% |
| 5Y | +62.4% | +268.1% | -205.7% | +48.6% |
| All | +107.4% | +262.2% | -154.8% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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