+313.5%
OKLO vs NTAP
+158.1%
+155.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +2.8% | -0.8% | +3.6% | +3.1% |
| 30D | -4.0% | -0.5% | -3.5% | -4.4% |
| 3M | -36.9% | +4.1% | -41.0% | -38.2% |
| 6M | -37.1% | +88.0% | -125.1% | -52.1% |
| YTD | -42.5% | +75.6% | -118.1% | -55.2% |
| 1Y | -40.7% | +58.9% | -99.6% | -51.5% |
| 3Y | +299.1% | +153.6% | +145.6% | +213.3% |
| 5Y | +317.3% | +127.6% | +189.6% | +227.4% |
| All | +313.5% | +158.1% | +155.5% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling