+262.9%
OKLO vs NTRS
+96.6%
+166.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.2% | -9.6% |
| 7D | -12.2% | +1.4% | -13.6% | -12.8% |
| 30D | -19.7% | -0.7% | -19.1% | -19.7% |
| 3M | -37.4% | +11.3% | -48.7% | -40.1% |
| 6M | -42.3% | +35.5% | -77.8% | -48.6% |
| YTD | -49.5% | +40.6% | -90.1% | -55.3% |
| 1Y | -54.7% | +49.2% | -103.9% | -60.5% |
| 3Y | +249.6% | +167.2% | +82.4% | +172.4% |
| 5Y | +268.1% | +94.9% | +173.2% | +188.5% |
| All | +262.9% | +96.6% | +166.3% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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