+313.5%
OKLO vs SNAP
-91.3%
+404.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.0% | +7.6% | +4.1% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | -4.0% | +2.6% | -6.6% | -4.3% |
| 3M | -36.9% | -9.9% | -27.0% | -36.2% |
| 6M | -37.1% | +1.9% | -39.0% | -37.4% |
| YTD | -42.5% | -32.2% | -10.3% | -40.6% |
| 1Y | -40.7% | -22.8% | -17.9% | -39.4% |
| 3Y | +299.1% | -47.6% | +346.7% | +315.7% |
| 5Y | +317.3% | -92.7% | +410.0% | +333.0% |
| All | +313.5% | -91.3% | +404.8% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling