+262.9%
OKLO vs NYT
+65.7%
+197.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.6% | -9.2% |
| 7D | -12.2% | -0.6% | -11.6% | -12.2% |
| 30D | -19.7% | +4.6% | -24.3% | -20.1% |
| 3M | -37.4% | -9.6% | -27.8% | -36.9% |
| 6M | -42.3% | -14.0% | -28.3% | -41.4% |
| YTD | -49.5% | -2.8% | -46.7% | -49.6% |
| 1Y | -54.7% | +15.6% | -70.3% | -56.0% |
| 3Y | +249.6% | +56.3% | +193.3% | +229.7% |
| 5Y | +268.1% | +39.5% | +228.6% | +249.3% |
| All | +262.9% | +65.7% | +197.2% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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