+87.5%
V vs OKLO
+139.2%
-51.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.3% |
| 7D | +0.9% | +1.6% | -0.6% | +0.9% |
| 30D | +9.0% | -17.6% | +26.6% | +9.2% |
| 3M | +16.7% | -48.5% | +65.2% | +17.9% |
| 6M | +33.4% | -65.7% | +99.1% | +35.8% |
| YTD | +22.4% | -66.7% | +89.0% | +24.0% |
| 1Y | +27.7% | -76.5% | +104.1% | +30.4% |
| 3Y | +78.0% | +132.5% | -54.5% | +58.7% |
| 5Y | +108.5% | +142.8% | -34.3% | +81.6% |
| All | +87.5% | +139.2% | -51.7% | +64.6% |
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