+262.9%
OKLO vs SITM
+451.8%
-188.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.5% | -14.7% | -10.6% |
| 7D | -12.2% | +3.9% | -16.1% | -13.3% |
| 30D | -19.7% | -6.6% | -13.2% | -18.7% |
| 3M | -37.4% | -11.9% | -25.5% | -36.5% |
| 6M | -42.3% | +81.1% | -123.4% | -51.6% |
| YTD | -49.5% | +80.0% | -129.5% | -58.4% |
| 1Y | -54.7% | +145.8% | -200.5% | -65.6% |
| 3Y | +249.6% | +475.9% | -226.3% | +136.6% |
| 5Y | +268.1% | +189.2% | +78.9% | +148.8% |
| All | +262.9% | +451.8% | -188.9% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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