+168.9%
OKLO vs NIO
-92.2%
+261.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.6% | +13.4% | +13.9% |
| 7D | +14.1% | +6.9% | +7.2% | +13.2% |
| 30D | -22.7% | -4.7% | -17.9% | -21.9% |
| 3M | -44.6% | -28.1% | -16.5% | -41.9% |
| 6M | -63.0% | -41.7% | -21.3% | -60.1% |
| YTD | -62.6% | -33.1% | -29.5% | -60.6% |
| 1Y | -76.2% | -50.3% | -25.9% | -74.0% |
| 3Y | +160.8% | -54.4% | +215.2% | +170.5% |
| 5Y | +172.5% | -91.6% | +264.1% | +184.3% |
| All | +168.9% | -92.2% | +261.2% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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