+132.5%
OKLO vs NTAP
+148.4%
-16.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -0.9% |
| 7D | +1.6% | +7.2% | -5.6% | -1.7% |
| 30D | -17.6% | -18.4% | +0.7% | -9.2% |
| 3M | -48.5% | -11.3% | -37.2% | -45.7% |
| 6M | -65.7% | +53.8% | -119.4% | -74.2% |
| YTD | -66.7% | +72.0% | -138.6% | -77.3% |
| 1Y | -76.5% | +68.0% | -144.5% | -83.6% |
| 3Y | +132.5% | +149.5% | -17.0% | +59.9% |
| All | +132.5% | +148.4% | -16.0% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling