+262.9%
OKLO vs NTAP
+177.1%
+85.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +8.5% | -17.7% | -11.9% |
| 7D | -12.2% | +7.4% | -19.6% | -14.5% |
| 30D | -19.7% | -1.4% | -18.4% | -19.7% |
| 3M | -37.4% | +24.6% | -62.0% | -42.6% |
| 6M | -42.3% | +105.9% | -148.2% | -57.5% |
| YTD | -49.5% | +88.5% | -138.0% | -61.7% |
| 1Y | -54.7% | +62.1% | -116.8% | -63.2% |
| 3Y | +249.6% | +169.1% | +80.6% | +167.3% |
| 5Y | +268.1% | +141.9% | +126.2% | +181.4% |
| All | +262.9% | +177.1% | +85.8% | +176.3% |
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