-40.7%
OKLO vs SM
+37.6%
-78.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +2.5% |
| 7D | +2.8% | +0.1% | +2.7% | +3.0% |
| 30D | -4.0% | +26.3% | -30.3% | +7.4% |
| 3M | -36.9% | +8.7% | -45.6% | -32.6% |
| 6M | -37.1% | +51.7% | -88.8% | -21.5% |
| YTD | -42.5% | +99.0% | -141.5% | -18.7% |
| 1Y | -40.7% | +34.6% | -75.3% | -41.4% |
| All | -40.7% | +37.6% | -78.3% | -41.4% |
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