-27.4%
ON vs OKLO
+319.3%
-346.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.4% | -4.9% |
| 7D | -2.2% | +12.4% | -14.6% | -3.4% |
| 30D | -12.4% | -10.6% | -1.9% | -11.6% |
| 3M | -41.2% | -26.5% | -14.7% | -39.6% |
| 6M | +25.0% | -25.6% | +50.6% | +27.6% |
| YTD | +31.3% | -39.6% | +70.9% | +35.5% |
| 1Y | +45.4% | -38.8% | +84.2% | +48.5% |
| 3Y | -27.4% | +318.1% | -345.5% | -41.2% |
| All | -27.4% | +319.3% | -346.7% | -41.2% |
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