+159.1%
OKLO vs SPG
+150.7%
+8.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +16.9% | +2.7% | +14.2% | +16.2% |
| 30D | -19.7% | +16.6% | -36.3% | -23.1% |
| 3M | -45.0% | +8.1% | -53.1% | -46.2% |
| 6M | -66.9% | +19.3% | -86.2% | -68.8% |
| YTD | -64.0% | +31.1% | -95.0% | -67.0% |
| 1Y | -75.2% | +32.8% | -108.0% | -77.4% |
| 3Y | +151.1% | +135.8% | +15.3% | +109.8% |
| 5Y | +162.8% | +85.1% | +77.7% | +121.4% |
| All | +159.1% | +150.7% | +8.4% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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