+94.0%
USO vs OKLO
+148.9%
-54.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | +0.1% |
| 7D | -2.7% | +16.9% | -19.6% | -2.4% |
| 30D | -6.3% | -19.7% | +13.4% | -6.6% |
| 3M | +10.9% | -45.0% | +55.9% | +10.0% |
| 6M | +2.0% | -66.9% | +68.9% | +1.2% |
| YTD | +104.6% | -64.0% | +168.5% | +103.3% |
| 1Y | +94.5% | -75.2% | +169.7% | +94.3% |
| All | +94.0% | +148.9% | -54.9% | +81.2% |
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