+108.2%
T vs OKLO
+319.3%
-211.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -0.2% |
| 7D | -1.5% | +12.4% | -13.9% | -1.3% |
| 30D | +7.6% | -10.6% | +18.2% | +7.5% |
| 3M | +15.3% | -26.5% | +41.8% | +15.0% |
| 6M | -8.5% | -25.6% | +17.2% | -8.5% |
| YTD | +6.8% | -39.6% | +46.4% | +6.5% |
| 1Y | -7.2% | -38.8% | +31.5% | -7.3% |
| 3Y | +108.2% | +318.1% | -209.8% | +111.5% |
| All | +108.2% | +319.3% | -211.0% | +111.5% |
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