+334.0%
OKLO vs SM
+89.9%
+244.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +4.7% |
| 7D | +12.4% | -0.2% | +12.6% | +12.4% |
| 30D | -10.6% | +31.5% | -42.1% | -12.1% |
| 3M | -26.5% | +17.3% | -43.9% | -27.4% |
| 6M | -25.6% | +48.5% | -74.2% | -29.1% |
| YTD | -39.6% | +106.3% | -145.9% | -45.0% |
| 1Y | -38.8% | +47.3% | -86.1% | -42.1% |
| 3Y | +318.1% | -1.4% | +319.5% | +304.6% |
| 5Y | +339.7% | +114.0% | +225.7% | +316.3% |
| All | +334.0% | +89.9% | +244.1% | +314.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling