-80.3%
OKLO vs SBAC
+2.4%
-82.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.8% | -11.7% | -5.5% |
| 7D | -18.4% | +5.8% | -24.2% | -18.2% |
| 30D | -38.5% | +20.8% | -59.3% | -38.1% |
| 3M | -48.9% | +4.8% | -53.7% | -49.1% |
| 6M | -67.8% | -9.1% | -58.6% | -67.7% |
| YTD | -69.2% | +3.1% | -72.2% | -68.1% |
| 1Y | -80.3% | +2.2% | -82.5% | -79.7% |
| All | -80.3% | +2.4% | -82.7% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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