-80.3%
OKLO vs SARO
-7.8%
-72.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -7.1% |
| 7D | -18.4% | +15.8% | -34.2% | -27.3% |
| 30D | -38.5% | +22.2% | -60.7% | -47.6% |
| 3M | -48.9% | -16.2% | -32.8% | -40.8% |
| 6M | -67.8% | +4.6% | -72.4% | -70.9% |
| YTD | -69.2% | -10.4% | -58.8% | -69.0% |
| 1Y | -80.3% | -6.5% | -73.8% | -81.6% |
| All | -80.3% | -7.8% | -72.5% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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