+102.1%
USO vs OKLO
+284.9%
-182.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.3% | +11.9% | +5.5% |
| 7D | +11.5% | +0.1% | +11.4% | +11.5% |
| 30D | +24.1% | -15.2% | +39.3% | +23.9% |
| 3M | +17.9% | -26.2% | +44.1% | +17.8% |
| 6M | +49.6% | -35.0% | +84.6% | +49.4% |
| YTD | +129.0% | -44.4% | +173.4% | +128.9% |
| 1Y | +112.0% | -45.9% | +157.9% | +110.3% |
| All | +102.1% | +284.9% | -182.8% | +90.8% |
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 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