+145.0%
OKLO vs SBAC
-38.4%
+183.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.6% | -5.6% |
| 7D | +27.3% | -3.4% | +30.7% | +27.0% |
| 30D | -23.1% | +2.6% | -25.7% | -22.8% |
| 3M | -45.8% | +2.6% | -48.4% | -45.7% |
| 6M | -66.8% | -11.5% | -55.3% | -67.1% |
| YTD | -65.9% | -1.6% | -64.3% | -65.7% |
| 1Y | -78.0% | -5.1% | -72.9% | -77.9% |
| 3Y | +137.4% | -9.3% | +146.7% | +137.9% |
| 5Y | +148.2% | -41.0% | +189.2% | +148.7% |
| All | +145.0% | -38.4% | +183.4% | +148.6% |
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