+79.3%
TSLA vs OKLO
+139.2%
-59.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.5% |
| 7D | +8.9% | +1.6% | +7.4% | +8.6% |
| 30D | +6.3% | -17.6% | +23.9% | +8.7% |
| 3M | +14.8% | -48.5% | +63.3% | +24.7% |
| 6M | -12.4% | -65.7% | +53.3% | -0.3% |
| YTD | -13.2% | -66.7% | +53.4% | -2.9% |
| 1Y | -2.9% | -76.5% | +73.5% | +12.6% |
| 3Y | +74.4% | +132.5% | -58.0% | +27.5% |
| 5Y | +13.3% | +142.8% | -129.6% | -17.3% |
| All | +79.3% | +139.2% | -59.9% | +28.0% |
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