+262.9%
OKLO vs NTRA
+190.2%
+72.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.0% | -9.3% |
| 7D | -12.2% | +0.2% | -12.5% | -12.3% |
| 30D | -19.7% | +4.1% | -23.8% | -20.3% |
| 3M | -37.4% | +50.0% | -87.4% | -41.9% |
| 6M | -42.3% | +67.3% | -109.6% | -47.6% |
| YTD | -49.5% | +43.6% | -93.1% | -53.0% |
| 1Y | -54.7% | +89.2% | -144.0% | -59.3% |
| 3Y | +249.6% | +502.5% | -252.9% | +213.6% |
| 5Y | +268.1% | +173.8% | +94.3% | +230.5% |
| All | +262.9% | +190.2% | +72.7% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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