+62.0%
V vs OKLO
+333.1%
-271.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -1.8% |
| 7D | -1.1% | +12.4% | -13.5% | -1.3% |
| 30D | +1.9% | -10.6% | +12.4% | +2.1% |
| 3M | +15.5% | -26.5% | +42.1% | +16.1% |
| 6M | +16.6% | -25.6% | +42.3% | +16.7% |
| YTD | +5.7% | -39.6% | +45.4% | +6.2% |
| 1Y | +8.6% | -38.8% | +47.3% | +8.1% |
| 3Y | +52.5% | +318.1% | -265.5% | +34.9% |
| 5Y | +67.1% | +339.7% | -272.6% | +43.6% |
| All | +62.0% | +333.1% | -271.1% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling