+99.2%
ORCL vs OKLO
+312.7%
-213.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.6% |
| 7D | +5.3% | +2.8% | +2.4% | +4.9% |
| 30D | +10.0% | -4.0% | +14.0% | +10.1% |
| 3M | -32.6% | -36.9% | +4.3% | -29.0% |
| 6M | +4.9% | -37.1% | +42.1% | +9.2% |
| YTD | -17.8% | -42.5% | +24.7% | -14.0% |
| 1Y | -28.0% | -40.7% | +12.7% | -25.6% |
| 3Y | +36.0% | +299.1% | -263.1% | +21.7% |
| 5Y | +88.7% | +317.3% | -228.6% | +69.6% |
| All | +99.2% | +312.7% | -213.5% | +78.9% |
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 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