+332.6%
OKLO vs NTAP
+129.9%
+202.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.9% |
| 7D | +7.7% | +2.2% | +5.5% | +7.0% |
| 30D | -4.3% | -7.0% | +2.7% | -2.1% |
| 3M | -24.6% | +12.3% | -36.9% | -28.2% |
| 6M | -31.1% | +85.1% | -116.2% | -47.3% |
| YTD | -40.7% | +74.8% | -115.4% | -53.9% |
| 1Y | -42.4% | +52.7% | -95.1% | -52.3% |
| 3Y | +310.9% | +147.7% | +163.3% | +222.1% |
| 5Y | +332.6% | +124.8% | +207.8% | +238.6% |
| All | +332.6% | +129.9% | +202.7% | +238.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling