+159.1%
OKLO vs SMTC
+97.2%
+61.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.3% | -7.3% | -0.4% |
| 7D | +16.9% | +12.9% | +4.1% | +12.8% |
| 30D | -19.7% | -25.6% | +5.9% | -12.4% |
| 3M | -45.0% | -4.5% | -40.4% | -45.8% |
| 6M | -66.9% | -8.3% | -58.6% | -67.2% |
| YTD | -64.0% | +69.9% | -133.9% | -70.5% |
| 1Y | -75.2% | +73.9% | -149.1% | -79.7% |
| 3Y | +151.1% | +757.7% | -606.6% | +75.6% |
| 5Y | +162.8% | +38.7% | +124.1% | +84.1% |
| All | +159.1% | +97.2% | +61.9% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling