+326.6%
OKLO vs SIMO
+400.6%
-74.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | +7.7% | +14.5% | -6.8% | +4.0% |
| 30D | -4.3% | +20.4% | -24.7% | -9.4% |
| 3M | -24.6% | +7.1% | -31.8% | -27.2% |
| 6M | -31.1% | +129.2% | -160.3% | -46.6% |
| YTD | -40.7% | +201.9% | -242.6% | -58.4% |
| 1Y | -42.4% | +235.5% | -278.0% | -60.3% |
| 3Y | +310.9% | +463.8% | -152.9% | +155.5% |
| 5Y | +332.6% | +306.7% | +25.9% | +168.4% |
| All | +326.6% | +400.6% | -74.0% | +163.2% |
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