+160.8%
OKLO vs SM
-14.2%
+175.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.7% | +16.7% | +14.3% |
| 7D | +14.1% | -22.3% | +36.4% | +17.2% |
| 30D | -22.7% | -21.4% | -1.3% | -20.7% |
| 3M | -44.6% | +1.4% | -45.9% | -45.2% |
| 6M | -63.0% | +0.1% | -63.1% | -63.9% |
| YTD | -62.6% | +59.0% | -121.6% | -69.5% |
| 1Y | -76.2% | +64.3% | -140.5% | -81.0% |
| 3Y | +160.8% | -13.1% | +174.0% | +186.7% |
| All | +160.8% | -14.2% | +175.0% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling