+249.6%
OKLO vs SNY
-9.6%
+259.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.3% | -9.2% |
| 7D | -12.2% | -3.3% | -8.9% | -12.1% |
| 30D | -19.7% | -2.2% | -17.6% | -19.6% |
| 3M | -37.4% | -3.0% | -34.4% | -37.3% |
| 6M | -42.3% | +2.7% | -45.0% | -42.2% |
| YTD | -49.5% | -6.8% | -42.7% | -49.4% |
| 1Y | -54.7% | -5.3% | -49.4% | -54.6% |
| 3Y | +249.6% | -9.8% | +259.4% | +244.4% |
| All | +249.6% | -9.6% | +259.2% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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