+318.1%
OKLO vs SBAC
-9.5%
+327.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +12.4% | -0.1% | +12.5% | +12.4% |
| 30D | -10.6% | +3.2% | -13.8% | -10.1% |
| 3M | -26.5% | -5.1% | -21.5% | -26.9% |
| 6M | -25.6% | -2.1% | -23.5% | -25.5% |
| YTD | -39.6% | -0.5% | -39.1% | -38.8% |
| 1Y | -38.8% | +1.1% | -39.9% | -37.7% |
| 3Y | +318.1% | -7.4% | +325.5% | +321.4% |
| All | +318.1% | -9.5% | +327.6% | +321.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling