+138.4%
OKLO vs SNAP
-90.7%
+229.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.6% | +25.2% | +23.0% |
| 7D | -6.7% | -7.1% | +0.4% | -5.8% |
| 30D | -36.0% | -14.6% | -21.4% | -34.7% |
| 3M | -44.2% | -5.0% | -39.2% | -43.8% |
| 6M | -70.4% | -18.8% | -51.6% | -69.7% |
| YTD | -67.2% | -38.5% | -28.6% | -65.6% |
| 1Y | -77.9% | -38.1% | -39.9% | -76.9% |
| 3Y | +128.4% | -53.8% | +182.2% | +141.6% |
| All | +138.4% | -90.7% | +229.1% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling