+6.0%
ONDS vs OKLO
+333.1%
-327.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.4% |
| 7D | +8.2% | +12.4% | -4.2% | +4.7% |
| 30D | -16.4% | -10.6% | -5.8% | -14.1% |
| 3M | -26.0% | -26.5% | +0.5% | -19.8% |
| 6M | -22.5% | -25.6% | +3.2% | -17.1% |
| YTD | -21.9% | -39.6% | +17.7% | -11.4% |
| 1Y | +25.7% | -38.8% | +64.5% | +43.5% |
| 3Y | +735.5% | +318.1% | +417.5% | +446.7% |
| 5Y | -0.1% | +339.7% | -339.8% | -32.4% |
| All | +6.0% | +333.1% | -327.1% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling