+128.4%
OKLO vs SIMO
+214.6%
-86.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +4.2% | +18.5% | +21.0% |
| 7D | -6.7% | -22.0% | +15.3% | +2.7% |
| 30D | -36.0% | -43.0% | +7.0% | -21.3% |
| 3M | -44.2% | -39.1% | -5.0% | -34.7% |
| 6M | -70.4% | -33.3% | -37.1% | -67.2% |
| YTD | -67.2% | +77.0% | -144.1% | -80.6% |
| 1Y | -77.9% | +73.0% | -151.0% | -86.7% |
| 3Y | +128.4% | +215.7% | -87.3% | +4.4% |
| All | +128.4% | +214.6% | -86.2% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling