+262.9%
OKLO vs OTIS
-9.2%
+272.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.8% | -11.0% | -9.3% |
| 7D | -12.2% | -3.0% | -9.3% | -12.0% |
| 30D | -19.7% | -6.0% | -13.7% | -19.3% |
| 3M | -37.4% | -0.9% | -36.5% | -37.5% |
| 6M | -42.3% | -17.3% | -25.0% | -41.4% |
| YTD | -49.5% | -19.6% | -30.0% | -48.7% |
| 1Y | -54.7% | -21.0% | -33.7% | -53.9% |
| 3Y | +249.6% | -12.1% | +261.7% | +255.5% |
| 5Y | +268.1% | -17.1% | +285.2% | +274.5% |
| All | +262.9% | -9.2% | +272.1% | +265.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling