-9.1%
T vs OKLO
-76.2%
+67.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.6% |
| 7D | +2.0% | +16.9% | -14.9% | +3.0% |
| 30D | -1.0% | -19.7% | +18.7% | -1.9% |
| 3M | -8.1% | -45.0% | +36.9% | -10.4% |
| 6M | -8.3% | -66.9% | +58.6% | -11.7% |
| YTD | -6.1% | -64.0% | +57.9% | -8.7% |
| All | -9.1% | -76.2% | +67.1% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling