+299.6%
OKLO vs SPY
+89.1%
+210.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -5.6% |
| 7D | +0.1% | -2.0% | +2.1% | +2.6% |
| 30D | -15.2% | -1.7% | -13.5% | -13.2% |
| 3M | -26.2% | +4.7% | -30.9% | -29.3% |
| 6M | -35.0% | +12.5% | -47.5% | -41.3% |
| YTD | -44.4% | +11.7% | -56.1% | -49.0% |
| 1Y | -45.9% | +17.5% | -63.4% | -52.0% |
| 3Y | +284.9% | +76.6% | +208.4% | +206.1% |
| 5Y | +305.3% | +82.0% | +223.3% | +223.0% |
| All | +299.6% | +89.1% | +210.5% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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