+151.3%
OKLO vs SPG
+137.4%
+14.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +16.9% | +2.7% | +14.2% | +15.2% |
| 30D | -19.7% | +16.6% | -36.3% | -27.3% |
| 3M | -45.0% | +8.1% | -53.1% | -47.7% |
| 6M | -66.9% | +19.3% | -86.2% | -71.4% |
| YTD | -64.0% | +31.1% | -95.0% | -71.1% |
| 1Y | -75.2% | +32.8% | -108.0% | -80.4% |
| All | +151.3% | +137.4% | +14.0% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling