+152.8%
RTX vs OKLO
+161.3%
-8.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.0% | -10.4% | +3.3% |
| 7D | -3.2% | +14.1% | -17.3% | -3.5% |
| 30D | +5.6% | -22.7% | +28.2% | +5.9% |
| 3M | -11.7% | -44.6% | +32.9% | -10.9% |
| 6M | +12.3% | -63.0% | +75.3% | +14.1% |
| YTD | +8.2% | -62.6% | +70.8% | +9.5% |
| 1Y | +12.6% | -76.2% | +88.7% | +14.6% |
| 3Y | +152.8% | +160.8% | -8.0% | +131.0% |
| All | +152.8% | +161.3% | -8.5% | +131.0% |
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