+103.8%
TER vs OKLO
+150.9%
-47.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.8% |
| 7D | -8.9% | +6.8% | -15.7% | -9.9% |
| 30D | -39.1% | -27.7% | -11.4% | -36.0% |
| 3M | -32.8% | -43.6% | +10.8% | -27.0% |
| 6M | -31.7% | -65.4% | +33.7% | -21.0% |
| YTD | +26.9% | -65.0% | +92.0% | +45.5% |
| 1Y | +33.6% | -77.5% | +111.1% | +59.1% |
| 3Y | +181.5% | +143.6% | +37.9% | +157.2% |
| 5Y | +76.1% | +154.7% | -78.6% | +62.2% |
| All | +103.8% | +150.9% | -47.1% | +88.2% |
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