+62.7%
TSLA vs OKLO
+312.7%
-250.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -6.4% |
| 7D | +1.5% | +2.8% | -1.3% | +1.1% |
| 30D | +10.1% | -4.0% | +14.1% | +10.4% |
| 3M | -15.4% | -36.9% | +21.5% | -10.6% |
| 6M | -12.8% | -37.1% | +24.4% | -9.0% |
| YTD | -21.3% | -42.5% | +21.2% | -17.7% |
| 1Y | +4.6% | -40.7% | +45.3% | +6.2% |
| 3Y | +44.5% | +299.1% | -254.6% | -1.3% |
| 5Y | +44.8% | +317.3% | -272.5% | -4.0% |
| All | +62.7% | +312.7% | -250.0% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling