+262.9%
OKLO vs NLY
+23.3%
+239.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.0% |
| 7D | -12.2% | -4.0% | -8.2% | -11.1% |
| 30D | -19.7% | -5.2% | -14.5% | -18.3% |
| 3M | -37.4% | +2.8% | -40.2% | -37.8% |
| 6M | -42.3% | +4.2% | -46.5% | -42.7% |
| YTD | -49.5% | +4.7% | -54.2% | -49.8% |
| 1Y | -54.7% | +12.7% | -67.5% | -55.8% |
| 3Y | +249.6% | +62.5% | +187.1% | +220.8% |
| 5Y | +268.1% | +26.3% | +241.8% | +238.6% |
| All | +262.9% | +23.3% | +239.6% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling