+132.5%
OKLO vs SMR
+125.1%
+7.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -0.1% |
| 7D | +1.6% | -8.3% | +9.8% | +7.4% |
| 30D | -17.6% | -20.1% | +2.4% | -4.5% |
| 3M | -48.5% | -52.7% | +4.2% | -18.7% |
| 6M | -65.7% | -61.0% | -4.6% | -39.1% |
| YTD | -66.7% | -67.1% | +0.4% | -33.7% |
| 1Y | -76.5% | -79.9% | +3.4% | -38.3% |
| 3Y | +132.5% | +101.7% | +30.7% | +425.7% |
| All | +132.5% | +125.1% | +7.3% | +425.7% |
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