+15.4%
TSLA vs OKLO
+149.0%
-133.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.1% | +2.5% |
| 7D | +15.6% | +27.3% | -11.7% | +11.3% |
| 30D | +5.9% | -23.1% | +29.0% | +9.3% |
| 3M | +21.4% | -45.8% | +67.2% | +30.9% |
| 6M | -8.3% | -66.8% | +58.5% | +4.7% |
| YTD | -11.6% | -65.9% | +54.3% | -1.3% |
| 1Y | -7.7% | -78.0% | +70.3% | +8.1% |
| 3Y | +85.2% | +137.4% | -52.2% | +26.9% |
| 5Y | +15.4% | +148.2% | -132.8% | -23.6% |
| All | +15.4% | +149.0% | -133.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling