+262.9%
OKLO vs SPXS
-87.9%
+350.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.4% | -6.8% | -10.2% |
| 7D | -12.2% | +2.5% | -14.7% | -11.4% |
| 30D | -19.7% | +4.2% | -23.9% | -18.2% |
| 3M | -37.4% | -9.3% | -28.1% | -38.7% |
| 6M | -42.3% | -30.7% | -11.6% | -47.1% |
| YTD | -49.5% | -28.1% | -21.5% | -52.5% |
| 1Y | -54.7% | -35.1% | -19.6% | -57.8% |
| 3Y | +249.6% | -79.6% | +329.2% | +200.9% |
| 5Y | +268.1% | -86.3% | +354.4% | +217.9% |
| All | +262.9% | -87.9% | +350.8% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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