+139.7%
OKLO vs SAN
+299.8%
-160.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.4% |
| 7D | +1.6% | +4.0% | -2.4% | +0.4% |
| 30D | -17.6% | -7.8% | -9.8% | -15.5% |
| 3M | -48.5% | -16.4% | -32.1% | -45.4% |
| 6M | -65.7% | +3.5% | -69.2% | -65.7% |
| YTD | -66.7% | +6.7% | -73.3% | -67.0% |
| 1Y | -76.5% | +14.5% | -91.0% | -77.1% |
| 3Y | +132.5% | +243.5% | -111.1% | +101.3% |
| 5Y | +142.8% | +296.2% | -153.4% | +109.8% |
| All | +139.7% | +299.8% | -160.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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