+151.4%
OKLO vs SO
+85.0%
+66.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | +6.8% | -0.1% | +6.9% | +6.8% |
| 30D | -27.7% | +8.7% | -36.4% | -26.7% |
| 3M | -43.6% | +3.4% | -47.0% | -43.3% |
| 6M | -65.4% | +3.7% | -69.1% | -65.2% |
| YTD | -65.0% | +10.0% | -75.1% | -64.6% |
| 1Y | -77.5% | +6.6% | -84.1% | -77.3% |
| 3Y | +143.6% | +52.5% | +91.1% | +144.9% |
| 5Y | +154.7% | +76.1% | +78.7% | +156.4% |
| All | +151.4% | +85.0% | +66.4% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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