+139.7%
OKLO vs SFM
+103.0%
+36.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | +1.6% | +6.0% | -4.5% | +1.1% |
| 30D | -17.6% | -19.5% | +1.8% | -16.1% |
| 3M | -48.5% | -37.0% | -11.5% | -46.3% |
| 6M | -65.7% | -41.0% | -24.7% | -64.0% |
| YTD | -66.7% | -34.6% | -32.0% | -65.9% |
| 1Y | -76.5% | -36.3% | -40.2% | -75.8% |
| 3Y | +132.5% | +24.5% | +107.9% | +161.3% |
| 5Y | +142.8% | +115.9% | +27.0% | +170.8% |
| All | +139.7% | +103.0% | +36.7% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling