+132.5%
OKLO vs SIMO
+221.6%
-89.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | +0.1% |
| 7D | +1.6% | +4.1% | -2.5% | +0.1% |
| 30D | -17.6% | -24.0% | +6.3% | -9.1% |
| 3M | -48.5% | -31.8% | -16.7% | -42.1% |
| 6M | -65.7% | -36.9% | -28.8% | -61.1% |
| YTD | -66.7% | +84.8% | -151.5% | -80.6% |
| 1Y | -76.5% | +99.0% | -175.5% | -86.9% |
| 3Y | +132.5% | +217.9% | -85.5% | +4.7% |
| All | +132.5% | +221.6% | -89.1% | +4.7% |
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