+334.0%
OKLO vs NSC
+37.9%
+296.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +12.4% | -1.5% | +13.9% | +12.7% |
| 30D | -10.6% | -1.9% | -8.6% | -10.3% |
| 3M | -26.5% | +6.2% | -32.7% | -27.5% |
| 6M | -25.6% | +9.2% | -34.8% | -27.0% |
| YTD | -39.6% | +15.0% | -54.7% | -41.3% |
| 1Y | -38.8% | +21.1% | -59.8% | -41.0% |
| 3Y | +318.1% | +78.6% | +239.5% | +288.6% |
| 5Y | +339.7% | +45.9% | +293.8% | +308.5% |
| All | +334.0% | +37.9% | +296.1% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling