+120.6%
ORLY vs OKLO
+298.8%
-178.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.7% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -7.6% | -15.2% | +7.5% | -7.5% |
| 3M | -5.5% | -26.2% | +20.7% | -5.3% |
| 6M | -9.7% | -35.0% | +25.3% | -9.6% |
| YTD | -6.2% | -44.4% | +38.2% | -6.0% |
| 1Y | -18.6% | -45.9% | +27.3% | -18.7% |
| 3Y | +33.8% | +284.9% | -251.1% | +24.4% |
| 5Y | +116.5% | +305.3% | -188.8% | +98.9% |
| All | +120.6% | +298.8% | -178.2% | +104.3% |
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