+42.5%
T vs OKLO
+139.2%
-96.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +2.5% | +1.6% | +1.0% | +2.6% |
| 30D | -3.8% | -17.6% | +13.9% | -4.0% |
| 3M | -8.7% | -48.5% | +39.8% | -9.6% |
| 6M | -8.1% | -65.7% | +57.5% | -9.3% |
| YTD | -6.4% | -66.7% | +60.2% | -7.5% |
| 1Y | -9.8% | -76.5% | +66.7% | -11.0% |
| 3Y | +65.5% | +132.5% | -67.0% | +67.7% |
| 5Y | +57.0% | +142.8% | -85.9% | +60.0% |
| All | +42.5% | +139.2% | -96.7% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling