-40.7%
OKLO vs NSC
+20.4%
-61.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +2.8% | -5.5% | +8.3% | +3.0% |
| 30D | -4.0% | -3.2% | -0.8% | -4.0% |
| 3M | -36.9% | +7.7% | -44.6% | -38.2% |
| 6M | -37.1% | +4.5% | -41.7% | -41.3% |
| YTD | -42.5% | +15.6% | -58.1% | -43.9% |
| 1Y | -40.7% | +19.8% | -60.6% | -43.4% |
| All | -40.7% | +20.4% | -61.1% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling