-35.0%
OKLO vs SNY
+1.1%
-36.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -6.3% |
| 7D | +0.1% | -3.6% | +3.7% | +0.9% |
| 30D | -15.2% | -1.9% | -13.2% | -14.5% |
| 3M | -26.2% | -2.0% | -24.2% | -26.4% |
| 6M | -35.0% | +2.5% | -37.6% | -37.3% |
| All | -35.0% | +1.1% | -36.1% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling