+249.6%
OKLO vs NLY
+64.2%
+185.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -8.8% |
| 7D | -12.2% | -4.0% | -8.2% | -9.5% |
| 30D | -19.7% | -5.2% | -14.5% | -16.4% |
| 3M | -37.4% | +2.8% | -40.2% | -38.5% |
| 6M | -42.3% | +4.2% | -46.5% | -43.4% |
| YTD | -49.5% | +4.7% | -54.2% | -50.4% |
| 1Y | -54.7% | +12.7% | -67.5% | -57.8% |
| 3Y | +249.6% | +62.5% | +187.1% | +166.5% |
| All | +249.6% | +64.2% | +185.4% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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