+299.6%
OKLO vs SFM
+181.5%
+118.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.2% |
| 7D | +0.1% | -8.8% | +8.9% | +1.0% |
| 30D | -15.2% | -14.5% | -0.7% | -13.9% |
| 3M | -26.2% | -16.8% | -9.3% | -24.9% |
| 6M | -35.0% | -5.3% | -29.7% | -35.6% |
| YTD | -44.4% | -9.4% | -35.0% | -44.7% |
| 1Y | -45.9% | -46.2% | +0.2% | -41.9% |
| 3Y | +284.9% | +81.3% | +203.7% | +320.4% |
| 5Y | +305.3% | +211.9% | +93.4% | +338.9% |
| All | +299.6% | +181.5% | +118.1% | +336.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling