+262.9%
OKLO vs SBAC
-38.8%
+301.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.2% | -11.4% | -9.0% |
| 7D | -12.2% | -2.1% | -10.1% | -12.4% |
| 30D | -19.7% | +2.0% | -21.7% | -19.6% |
| 3M | -37.4% | -8.3% | -29.1% | -37.8% |
| 6M | -42.3% | +0.3% | -42.6% | -41.9% |
| YTD | -49.5% | -2.2% | -47.3% | -49.2% |
| 1Y | -54.7% | -4.6% | -50.1% | -54.5% |
| 3Y | +249.6% | -8.3% | +257.9% | +250.4% |
| 5Y | +268.1% | -42.8% | +310.9% | +268.6% |
| All | +262.9% | -38.8% | +301.7% | +268.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling