+11.9%
U vs OKLO
+310.9%
-299.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +4.4% | +7.7% | -3.4% | +3.1% |
| 30D | -1.3% | -4.3% | +3.0% | -1.0% |
| 3M | +49.6% | -24.6% | +74.2% | +55.1% |
| 6M | +100.2% | -31.1% | +131.3% | +106.3% |
| YTD | -3.7% | -40.7% | +37.0% | +1.3% |
| 1Y | -6.5% | -42.4% | +35.9% | -3.2% |
| All | +11.9% | +310.9% | -299.0% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling