-4.5%
SLB vs OKLO
+128.2%
-132.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +22.7% | -22.1% | -0.1% |
| 7D | -7.1% | -6.7% | -0.4% | -7.0% |
| 30D | +4.1% | -36.0% | +40.1% | +5.3% |
| 3M | -2.6% | -44.2% | +41.5% | -1.3% |
| 6M | -8.6% | -70.4% | +61.9% | -5.5% |
| YTD | +32.2% | -67.2% | +99.4% | +35.4% |
| 1Y | +40.7% | -77.9% | +118.6% | +45.3% |
| 3Y | -4.5% | +128.4% | -132.9% | -17.4% |
| All | -4.5% | +128.2% | -132.7% | -17.4% |
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