+128.4%
OKLO vs SNAP
-53.8%
+182.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.6% | +25.2% | +23.5% |
| 7D | -6.7% | -7.1% | +0.4% | -4.6% |
| 30D | -36.0% | -14.6% | -21.4% | -32.9% |
| 3M | -44.2% | -5.0% | -39.2% | -43.6% |
| 6M | -70.4% | -18.8% | -51.6% | -68.9% |
| YTD | -67.2% | -38.5% | -28.6% | -62.9% |
| 1Y | -77.9% | -38.1% | -39.9% | -75.0% |
| 3Y | +128.4% | -53.8% | +182.2% | +167.1% |
| All | +128.4% | -53.8% | +182.2% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling