+10.2%
ORCL vs OKLO
+128.2%
-118.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +22.7% | -21.8% | -2.3% |
| 7D | -11.2% | -6.7% | -4.4% | -10.6% |
| 30D | -18.8% | -36.0% | +17.2% | -13.9% |
| 3M | -18.8% | -44.2% | +25.4% | -12.8% |
| 6M | -39.7% | -70.4% | +30.7% | -30.4% |
| YTD | -39.6% | -67.2% | +27.5% | -32.1% |
| 1Y | -51.7% | -77.9% | +26.2% | -43.7% |
| 3Y | +10.2% | +128.4% | -118.2% | +21.2% |
| All | +10.2% | +128.2% | -118.0% | +21.2% |
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