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  • OKLO vs SITM✓SelectedUSD · SITMOKLO vs SITM performance historyLatest closeAs of+4.94%09/08
Stock and ETF performance explorer

OKLO vs SITM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+334.0%
SITM return
+419.9%
Excess return
-86.0%
Maximum drawdown
-78.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSITMExcessAlpha
1D+4.9%-2.1%+7.1%+5.5%
7D+12.4%+8.4%+4.0%+10.1%
30D-10.6%-17.4%+6.9%-6.3%
3M-26.5%-9.8%-16.7%-25.7%
6M-25.6%+83.0%-108.6%-37.6%
YTD-39.6%+69.6%-109.2%-49.4%
1Y-38.8%+144.9%-183.7%-53.3%
3Y+318.1%+429.9%-111.8%+187.9%
5Y+339.7%+169.2%+170.5%+202.6%
All+334.0%+419.9%-86.0%+193.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling