-80.3%
OKLO vs SM
+70.4%
-150.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -15.3% | +9.5% | -11.1% |
| 7D | -18.4% | -21.5% | +3.0% | -25.3% |
| 30D | -38.5% | -11.4% | -27.1% | -40.4% |
| 3M | -48.9% | +0.6% | -49.6% | -47.0% |
| 6M | -67.8% | +0.2% | -68.0% | -65.5% |
| YTD | -69.2% | +69.7% | -138.8% | -61.0% |
| 1Y | -80.3% | +71.6% | -151.9% | -74.5% |
| All | -80.3% | +70.4% | -150.7% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling