+50.8%
ORCL vs OKLO
+168.4%
-117.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.0% | -10.8% | +1.2% |
| 7D | +0.5% | +14.1% | -13.6% | -1.8% |
| 30D | -15.3% | -22.7% | +7.4% | -12.6% |
| 3M | -18.2% | -44.6% | +26.3% | -12.2% |
| 6M | -38.4% | -63.0% | +24.6% | -31.0% |
| YTD | -37.7% | -62.6% | +24.9% | -31.3% |
| 1Y | -49.3% | -76.2% | +26.9% | -41.7% |
| 3Y | +10.6% | +160.8% | -150.2% | +4.4% |
| 5Y | +35.5% | +172.5% | -137.0% | +27.5% |
| All | +50.8% | +168.4% | -117.6% | +42.9% |
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