+128.4%
OKLO vs NIO
-59.9%
+188.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +5.9% | +16.7% | +20.7% |
| 7D | -6.7% | +5.6% | -12.3% | -8.1% |
| 30D | -36.0% | -4.2% | -31.8% | -34.9% |
| 3M | -44.2% | -26.3% | -17.9% | -38.5% |
| 6M | -70.4% | -42.5% | -27.9% | -65.0% |
| YTD | -67.2% | -33.5% | -33.7% | -63.3% |
| 1Y | -77.9% | -52.7% | -25.3% | -72.8% |
| 3Y | +128.4% | -57.5% | +185.9% | +144.2% |
| All | +128.4% | -59.9% | +188.3% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling