+139.7%
OKLO vs SPY
+88.7%
+51.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | +1.6% | +2.6% | -1.0% | -1.3% |
| 30D | -17.6% | -2.0% | -15.7% | -14.7% |
| 3M | -48.5% | -2.8% | -45.7% | -45.8% |
| 6M | -65.7% | +2.1% | -67.8% | -65.4% |
| YTD | -66.7% | +11.5% | -78.2% | -68.9% |
| 1Y | -76.5% | +13.5% | -89.9% | -78.3% |
| 3Y | +132.5% | +77.7% | +54.8% | +87.9% |
| 5Y | +142.8% | +72.6% | +70.2% | +97.3% |
| All | +139.7% | +88.7% | +51.0% | +92.3% |
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