+325.0%
OKLO vs SMR
-3.5%
+328.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +2.8% | +4.4% | -1.6% | +0.6% |
| 30D | -4.0% | +3.4% | -7.4% | -5.0% |
| 3M | -36.9% | -19.2% | -17.7% | -29.4% |
| 6M | -37.1% | -22.6% | -14.5% | -27.2% |
| YTD | -42.5% | -31.5% | -10.9% | -28.6% |
| 1Y | -40.7% | -73.1% | +32.4% | +12.3% |
| 3Y | +299.1% | +55.0% | +244.2% | +485.4% |
| All | +325.0% | -3.5% | +328.5% | +524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling