+334.0%
OKLO vs SNAP
-91.4%
+425.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.0% |
| 7D | +12.4% | +1.5% | +10.9% | +12.2% |
| 30D | -10.6% | +1.9% | -12.4% | -10.7% |
| 3M | -26.5% | -3.9% | -22.6% | -26.3% |
| 6M | -25.6% | +5.2% | -30.9% | -26.2% |
| YTD | -39.6% | -32.7% | -6.9% | -37.6% |
| 1Y | -38.8% | -24.8% | -14.0% | -37.2% |
| 3Y | +318.1% | -42.2% | +360.2% | +335.8% |
| 5Y | +339.7% | -92.7% | +432.4% | +356.5% |
| All | +334.0% | -91.4% | +425.3% | +349.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling