+159.6%
USO vs OKLO
+141.6%
+18.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.4% |
| 7D | -1.9% | +1.6% | -3.5% | -1.9% |
| 30D | -5.2% | -17.6% | +12.4% | -5.4% |
| 3M | +16.4% | -48.5% | +64.9% | +15.5% |
| 6M | +2.5% | -65.7% | +68.2% | +1.6% |
| YTD | +110.5% | -66.7% | +177.2% | +109.0% |
| 1Y | +108.4% | -76.5% | +184.9% | +107.9% |
| 3Y | +99.6% | +132.5% | -32.8% | +77.0% |
| All | +159.6% | +141.6% | +18.0% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling