+262.9%
OKLO vs NSC
+34.7%
+228.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.9% | -8.2% | -9.0% |
| 7D | -12.2% | -2.8% | -9.4% | -11.9% |
| 30D | -19.7% | -4.5% | -15.2% | -19.2% |
| 3M | -37.4% | +3.5% | -40.9% | -38.0% |
| 6M | -42.3% | +8.5% | -50.8% | -43.3% |
| YTD | -49.5% | +12.3% | -61.9% | -50.7% |
| 1Y | -54.7% | +18.9% | -73.7% | -56.3% |
| 3Y | +249.6% | +74.1% | +175.5% | +226.2% |
| 5Y | +268.1% | +43.9% | +224.2% | +243.0% |
| All | +262.9% | +34.7% | +228.2% | +238.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling