+334.0%
OKLO vs SPXS
-88.0%
+422.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +5.6% |
| 7D | +12.4% | -1.5% | +14.0% | +11.7% |
| 30D | -10.6% | +3.7% | -14.2% | -9.0% |
| 3M | -26.5% | -9.6% | -16.9% | -27.9% |
| 6M | -25.6% | -32.4% | +6.7% | -32.4% |
| YTD | -39.6% | -28.7% | -11.0% | -43.4% |
| 1Y | -38.8% | -38.1% | -0.7% | -43.8% |
| 3Y | +318.1% | -80.1% | +398.2% | +258.6% |
| 5Y | +339.7% | -85.9% | +425.6% | +279.4% |
| All | +334.0% | -88.0% | +422.0% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling