+143.5%
WMT vs OKLO
+333.1%
-189.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -1.0% |
| 7D | +0.1% | +12.4% | -12.3% | +0.1% |
| 30D | -5.0% | -10.6% | +5.6% | -4.9% |
| 3M | -11.3% | -26.5% | +15.2% | -11.2% |
| 6M | -13.8% | -25.6% | +11.9% | -13.8% |
| YTD | -4.2% | -39.6% | +35.4% | -4.2% |
| 1Y | +4.6% | -38.8% | +43.3% | +4.0% |
| 3Y | +100.5% | +318.1% | -217.6% | +90.9% |
| 5Y | +129.7% | +339.7% | -210.0% | +115.3% |
| All | +143.5% | +333.1% | -189.6% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling