+284.9%
OKLO vs OTIS
-13.8%
+298.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.0% | -4.3% | -6.0% |
| 7D | +0.1% | -5.0% | +5.1% | +0.9% |
| 30D | -15.2% | -6.5% | -8.7% | -14.3% |
| 3M | -26.2% | -2.0% | -24.2% | -26.4% |
| 6M | -35.0% | -20.2% | -14.8% | -32.7% |
| YTD | -44.4% | -21.0% | -23.5% | -42.5% |
| 1Y | -45.9% | -20.9% | -25.1% | -44.1% |
| All | +284.9% | -13.8% | +298.7% | +297.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling