+348.1%
OKLO vs SARO
-21.9%
+370.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.9% |
| 7D | +7.7% | +0.6% | +7.1% | +7.1% |
| 30D | -4.3% | -14.5% | +10.2% | +8.0% |
| 3M | -24.6% | -5.3% | -19.3% | -22.1% |
| 6M | -31.1% | -15.3% | -15.8% | -22.9% |
| YTD | -40.7% | -15.6% | -25.1% | -33.4% |
| 1Y | -42.4% | -9.1% | -33.4% | -39.0% |
| All | +348.1% | -21.9% | +370.0% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling