+139.7%
OKLO vs NTAP
+152.8%
-13.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.3% |
| 7D | +1.6% | +7.2% | -5.6% | -0.8% |
| 30D | -17.6% | -18.4% | +0.7% | -11.6% |
| 3M | -48.5% | -11.3% | -37.2% | -46.4% |
| 6M | -65.7% | +53.8% | -119.4% | -71.4% |
| YTD | -66.7% | +72.0% | -138.6% | -73.8% |
| 1Y | -76.5% | +68.0% | -144.5% | -81.2% |
| 3Y | +132.5% | +149.5% | -17.0% | +84.0% |
| 5Y | +142.8% | +125.6% | +17.3% | +92.2% |
| All | +139.7% | +152.8% | -13.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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