+159.1%
OKLO vs SE
-71.0%
+230.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.7% | +3.8% |
| 7D | +16.9% | -7.7% | +24.6% | +18.9% |
| 30D | -19.7% | -22.8% | +3.1% | -15.7% |
| 3M | -45.0% | -43.7% | -1.3% | -38.7% |
| 6M | -66.9% | -12.8% | -54.1% | -66.0% |
| YTD | -64.0% | -42.0% | -22.0% | -60.5% |
| 1Y | -75.2% | -48.0% | -27.2% | -72.3% |
| 3Y | +151.1% | +62.7% | +88.4% | +172.0% |
| 5Y | +162.8% | -77.8% | +240.6% | +186.2% |
| All | +159.1% | -71.0% | +230.1% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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