+146.0%
WMT vs OKLO
+262.2%
-116.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.2% | +10.5% | +1.4% |
| 7D | 0.0% | -12.2% | +12.2% | 0.0% |
| 30D | -7.4% | -19.7% | +12.3% | -7.4% |
| 3M | -10.9% | -37.4% | +26.5% | -10.7% |
| 6M | -12.7% | -42.3% | +29.6% | -12.6% |
| YTD | -3.2% | -49.5% | +46.3% | -3.2% |
| 1Y | +5.3% | -54.7% | +60.0% | +4.9% |
| 3Y | +101.9% | +249.6% | -147.8% | +92.2% |
| 5Y | +134.6% | +268.1% | -133.5% | +119.8% |
| All | +146.0% | +262.2% | -116.2% | +132.4% |
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