+310.9%
OKLO vs SMR
+81.4%
+229.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | +0.1% |
| 7D | +7.7% | +13.1% | -5.4% | +0.2% |
| 30D | -4.3% | +17.8% | -22.1% | -12.7% |
| 3M | -24.6% | +8.1% | -32.7% | -27.8% |
| 6M | -31.1% | -11.1% | -20.0% | -25.8% |
| YTD | -40.7% | -23.7% | -17.0% | -30.0% |
| 1Y | -42.4% | -69.4% | +27.0% | +6.8% |
| All | +310.9% | +81.4% | +229.5% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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