+262.9%
OKLO vs SNPS
+43.6%
+219.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.2% | -9.2% |
| 7D | -12.2% | +0.9% | -13.1% | -12.6% |
| 30D | -19.7% | -3.6% | -16.1% | -18.9% |
| 3M | -37.4% | -12.9% | -24.5% | -34.4% |
| 6M | -42.3% | -8.2% | -34.1% | -40.6% |
| YTD | -49.5% | -15.4% | -34.1% | -46.5% |
| 1Y | -54.7% | -9.3% | -45.4% | -53.0% |
| 3Y | +249.6% | -14.0% | +263.6% | +262.4% |
| 5Y | +268.1% | +19.5% | +248.6% | +280.2% |
| All | +262.9% | +43.6% | +219.3% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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