+143.6%
OKLO vs SBAC
-7.1%
+150.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.4% |
| 7D | +6.8% | +3.6% | +3.2% | +7.6% |
| 30D | -27.7% | +4.9% | -32.6% | -27.0% |
| 3M | -43.6% | +6.5% | -50.1% | -43.0% |
| 6M | -65.4% | -11.1% | -54.3% | -65.9% |
| YTD | -65.0% | +0.9% | -66.0% | -64.5% |
| 1Y | -77.5% | -1.6% | -75.9% | -77.3% |
| 3Y | +143.6% | -7.0% | +150.6% | +147.8% |
| All | +143.6% | -7.1% | +150.7% | +147.8% |
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