+212.8%
RDDT vs OKLO
+235.7%
-22.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.2% | +10.7% | +3.0% |
| 7D | +2.1% | -12.2% | +14.4% | +4.0% |
| 30D | +2.8% | -19.7% | +22.6% | +5.9% |
| 3M | -8.9% | -37.4% | +28.5% | -2.9% |
| 6M | +15.1% | -42.3% | +57.3% | +22.1% |
| YTD | -31.4% | -49.5% | +18.2% | -26.6% |
| 1Y | -39.4% | -54.7% | +15.3% | -36.3% |
| All | +212.8% | +235.7% | -22.9% | +132.2% |
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