-80.3%
OKLO vs NTNX
-9.1%
-71.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.7% |
| 7D | -18.4% | -12.3% | -6.1% | -17.5% |
| 30D | -38.5% | -13.2% | -25.3% | -37.8% |
| 3M | -48.9% | +3.6% | -52.5% | -48.5% |
| 6M | -67.8% | +45.7% | -113.4% | -67.1% |
| YTD | -69.2% | +23.2% | -92.4% | -68.8% |
| 1Y | -80.3% | -9.1% | -71.2% | -79.9% |
| All | -80.3% | -9.1% | -71.2% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 1y: compounded portfolio wealth divided by compounded NTNX 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…
1y analysis · Full analysis span regression · 6 months rolling