+299.6%
OKLO vs NYT
+64.9%
+234.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | -15.2% | +4.5% | -19.6% | -15.6% |
| 3M | -26.2% | -8.5% | -17.7% | -25.7% |
| 6M | -35.0% | -15.1% | -20.0% | -33.9% |
| YTD | -44.4% | -3.3% | -41.1% | -44.4% |
| 1Y | -45.9% | +17.0% | -62.9% | -47.6% |
| 3Y | +284.9% | +55.7% | +229.3% | +263.2% |
| 5Y | +305.3% | +38.9% | +266.4% | +284.8% |
| All | +299.6% | +64.9% | +234.7% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling