+62.3%
T vs OKLO
+298.8%
-236.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.3% | -15.2% | +19.5% | +4.0% |
| 3M | +11.6% | -26.2% | +37.7% | +11.2% |
| 6M | -5.6% | -35.0% | +29.4% | -5.8% |
| YTD | +6.6% | -44.4% | +51.0% | +6.2% |
| 1Y | -8.4% | -45.9% | +37.6% | -8.6% |
| 3Y | +107.8% | +284.9% | -177.1% | +112.0% |
| 5Y | +68.3% | +305.3% | -237.0% | +72.7% |
| All | +62.3% | +298.8% | -236.5% | +68.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling