+310.9%
OKLO vs SMTC
+565.9%
-255.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +7.7% | +22.5% | -14.8% | -1.1% |
| 30D | -4.3% | +24.9% | -29.2% | -14.3% |
| 3M | -24.6% | +4.1% | -28.7% | -28.4% |
| 6M | -31.1% | +92.6% | -123.6% | -49.6% |
| YTD | -40.7% | +122.5% | -163.1% | -59.1% |
| 1Y | -42.4% | +166.2% | -208.7% | -63.0% |
| All | +310.9% | +565.9% | -255.0% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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