+151.3%
OKLO vs SGI
+72.0%
+79.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.4% |
| 7D | +16.9% | -10.5% | +27.4% | +25.2% |
| 30D | -19.7% | +0.1% | -19.9% | -21.1% |
| 3M | -45.0% | -4.0% | -41.0% | -44.4% |
| 6M | -66.9% | -5.6% | -61.3% | -66.4% |
| YTD | -64.0% | -29.5% | -34.5% | -56.1% |
| 1Y | -75.2% | -31.5% | -43.7% | -69.3% |
| All | +151.3% | +72.0% | +79.3% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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