+318.1%
OKLO vs SE
+194.4%
+123.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.4% |
| 7D | +12.4% | +0.6% | +11.8% | +12.1% |
| 30D | -10.6% | -0.1% | -10.5% | -10.7% |
| 3M | -26.5% | +34.1% | -60.7% | -37.1% |
| 6M | -25.6% | +23.2% | -48.9% | -33.9% |
| YTD | -39.6% | -11.2% | -28.5% | -37.2% |
| 1Y | -38.8% | -40.5% | +1.8% | -22.2% |
| 3Y | +318.1% | +196.3% | +121.8% | +287.8% |
| All | +318.1% | +194.4% | +123.7% | +287.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling