-49.8%
U vs OKLO
+139.2%
-189.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +5.6% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | +27.6% | -17.6% | +45.2% | +30.4% |
| 3M | +15.3% | -48.5% | +63.8% | +26.3% |
| 6M | +96.4% | -65.7% | +162.1% | +127.2% |
| YTD | +19.6% | -66.7% | +86.2% | +36.2% |
| 1Y | +42.1% | -76.5% | +118.6% | +69.8% |
| 3Y | +87.5% | +132.5% | -44.9% | +37.2% |
| 5Y | -73.1% | +142.8% | -216.0% | -81.2% |
| All | -49.8% | +139.2% | -189.0% | -64.4% |
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