+67.1%
TSLA vs OKLO
+298.8%
-231.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.2% | -0.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +9.2% | -15.2% | +24.4% | +11.5% |
| 3M | -4.7% | -26.2% | +21.5% | -1.4% |
| 6M | -8.9% | -35.0% | +26.1% | -5.3% |
| YTD | -19.2% | -44.4% | +25.3% | -15.1% |
| 1Y | +4.5% | -45.9% | +50.5% | +7.4% |
| 3Y | +46.3% | +284.9% | -238.6% | +0.4% |
| 5Y | +48.1% | +305.3% | -257.1% | -1.6% |
| All | +67.1% | +298.8% | -231.7% | +11.9% |
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