+145.0%
OKLO vs SIMO
+224.6%
-79.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.8% |
| 7D | +27.3% | +14.9% | +12.5% | +22.9% |
| 30D | -23.1% | -27.0% | +3.9% | -16.6% |
| 3M | -45.8% | -25.4% | -20.4% | -42.4% |
| 6M | -66.8% | -30.3% | -36.5% | -64.4% |
| YTD | -65.9% | +95.8% | -161.7% | -73.5% |
| 1Y | -78.0% | +100.0% | -178.0% | -83.0% |
| 3Y | +137.4% | +238.3% | -100.9% | +63.7% |
| 5Y | +148.2% | +187.6% | -39.3% | +70.5% |
| All | +145.0% | +224.6% | -79.6% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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