-80.3%
OKLO vs OTIS
-9.8%
-70.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.7% | -5.0% |
| 7D | -18.4% | +9.5% | -27.9% | -17.0% |
| 30D | -38.5% | +21.1% | -59.6% | -36.9% |
| 3M | -48.9% | +9.0% | -58.0% | -47.6% |
| 6M | -67.8% | +6.4% | -74.2% | -66.8% |
| YTD | -69.2% | -7.1% | -62.1% | -68.9% |
| 1Y | -80.3% | -10.1% | -70.2% | -80.4% |
| All | -80.3% | -9.8% | -70.5% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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