+103.9%
ORCL vs OKLO
+333.1%
-229.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +1.7% |
| 7D | +15.0% | +12.4% | +2.6% | +13.3% |
| 30D | +10.5% | -10.6% | +21.1% | +11.8% |
| 3M | -23.0% | -26.5% | +3.5% | -20.5% |
| 6M | +7.0% | -25.6% | +32.6% | +9.3% |
| YTD | -15.8% | -39.6% | +23.8% | -12.5% |
| 1Y | -31.1% | -38.8% | +7.7% | -29.1% |
| 3Y | +33.3% | +318.1% | -284.8% | +18.5% |
| 5Y | +94.3% | +339.7% | -245.4% | +73.5% |
| All | +103.9% | +333.1% | -229.2% | +82.0% |
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