-58.2%
U vs OKLO
+262.2%
-320.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.2% | +13.7% | +6.0% |
| 7D | +5.5% | -12.2% | +17.8% | +7.6% |
| 30D | -1.3% | -19.7% | +18.5% | +1.8% |
| 3M | +64.6% | -37.4% | +102.0% | +75.7% |
| 6M | +119.4% | -42.3% | +161.6% | +132.3% |
| YTD | -0.5% | -49.5% | +49.1% | +7.3% |
| 1Y | +1.3% | -54.7% | +56.0% | +8.8% |
| 3Y | +15.6% | +249.6% | -234.0% | -19.9% |
| 5Y | -67.5% | +268.1% | -335.6% | -78.3% |
| All | -58.2% | +262.2% | -320.4% | -72.0% |
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