+172.5%
OKLO vs SM
-13.5%
+186.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.7% | +16.7% | +14.1% |
| 7D | +14.1% | -22.3% | +36.4% | +15.8% |
| 30D | -22.7% | -21.4% | -1.3% | -21.6% |
| 3M | -44.6% | +1.4% | -45.9% | -44.9% |
| 6M | -63.0% | +0.1% | -63.1% | -63.4% |
| YTD | -62.6% | +59.0% | -121.6% | -65.8% |
| 1Y | -76.2% | +64.3% | -140.5% | -78.4% |
| 3Y | +160.8% | -13.1% | +174.0% | +155.2% |
| 5Y | +172.5% | -13.9% | +186.4% | +165.8% |
| All | +172.5% | -13.5% | +186.0% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling