+91.4%
USO vs OKLO
-42.7%
+134.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | +0.3% |
| 7D | +9.5% | +2.8% | +6.6% | +9.9% |
| 30D | +23.6% | -4.0% | +27.6% | +23.6% |
| 3M | +3.8% | -36.9% | +40.7% | +0.5% |
| 6M | +55.0% | -37.1% | +92.2% | +54.0% |
| YTD | +105.3% | -42.5% | +147.8% | +103.6% |
| 1Y | +91.4% | -40.7% | +132.1% | +95.8% |
| All | +91.4% | -42.7% | +134.1% | +95.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling