+281.3%
OKLO vs SARO
-22.5%
+303.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -10.5% |
| 7D | -12.2% | -3.1% | -9.1% | -10.1% |
| 30D | -19.7% | -12.2% | -7.5% | -11.3% |
| 3M | -37.4% | -7.4% | -30.0% | -34.3% |
| 6M | -42.3% | -15.3% | -27.0% | -35.5% |
| YTD | -49.5% | -16.2% | -33.3% | -43.0% |
| 1Y | -54.7% | -12.1% | -42.6% | -50.7% |
| All | +281.3% | -22.5% | +303.7% | +285.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling