+313.5%
OKLO vs NIO
-91.3%
+404.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.1% | +3.8% |
| 7D | +2.8% | -13.0% | +15.9% | +4.8% |
| 30D | -4.0% | -18.3% | +14.3% | -1.3% |
| 3M | -36.9% | -33.2% | -3.7% | -33.3% |
| 6M | -37.1% | -21.5% | -15.6% | -35.1% |
| YTD | -42.5% | -25.5% | -17.0% | -40.4% |
| 1Y | -40.7% | -38.0% | -2.7% | -37.4% |
| 3Y | +299.1% | -65.5% | +364.6% | +307.0% |
| 5Y | +317.3% | -90.6% | +407.9% | +328.0% |
| All | +313.5% | -91.3% | +404.9% | +325.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling