+318.1%
OKLO vs SPY
+78.7%
+239.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +6.3% |
| 7D | +12.4% | +0.5% | +11.9% | +10.7% |
| 30D | -10.6% | -0.9% | -9.6% | -8.2% |
| 3M | -26.5% | +3.9% | -30.4% | -32.2% |
| 6M | -25.6% | +14.5% | -40.2% | -43.8% |
| YTD | -39.6% | +12.9% | -52.6% | -52.2% |
| 1Y | -38.8% | +19.4% | -58.1% | -55.9% |
| 3Y | +318.1% | +78.5% | +239.6% | +133.5% |
| All | +318.1% | +78.7% | +239.3% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling