-40.7%
OKLO vs SNAP
-24.3%
-16.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.0% | +7.6% | +5.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.3% |
| 30D | -4.0% | +2.6% | -6.6% | -5.4% |
| 3M | -36.9% | -9.9% | -27.0% | -33.9% |
| 6M | -37.1% | +1.9% | -39.0% | -38.6% |
| YTD | -42.5% | -32.2% | -10.3% | -30.9% |
| 1Y | -40.7% | -22.8% | -17.9% | -30.6% |
| All | -40.7% | -24.3% | -16.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling