+334.0%
OKLO vs NIO
-91.4%
+425.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +12.4% | -6.7% | +19.1% | +13.4% |
| 30D | -10.6% | -20.0% | +9.5% | -7.8% |
| 3M | -26.5% | -30.5% | +3.9% | -22.8% |
| 6M | -25.6% | -20.7% | -4.9% | -23.3% |
| YTD | -39.6% | -25.7% | -14.0% | -37.4% |
| 1Y | -38.8% | -38.6% | -0.2% | -35.2% |
| 3Y | +318.1% | -62.3% | +380.3% | +326.4% |
| 5Y | +339.7% | -90.1% | +429.8% | +350.7% |
| All | +334.0% | -91.4% | +425.3% | +346.8% |
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