+6.6%
ON vs OKLO
+130.2%
-123.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.5% | -3.4% |
| 7D | +12.2% | +1.6% | +10.7% | +12.0% |
| 30D | -3.1% | -17.6% | +14.5% | -1.4% |
| 3M | -12.9% | -48.5% | +35.6% | -7.3% |
| 6M | -38.6% | -65.7% | +27.1% | -32.4% |
| YTD | +31.2% | -66.7% | +97.9% | +43.3% |
| 1Y | +47.6% | -76.5% | +124.1% | +64.5% |
| 3Y | +6.6% | +132.5% | -125.8% | -7.4% |
| All | +6.6% | +130.2% | -123.6% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling