+151.4%
OKLO vs SPY
+87.6%
+63.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.2% | -6.0% |
| 7D | +6.8% | -0.6% | +7.4% | +8.4% |
| 30D | -27.7% | -3.7% | -24.0% | -23.4% |
| 3M | -43.6% | -2.7% | -40.9% | -40.7% |
| 6M | -65.4% | +2.2% | -67.6% | -65.2% |
| YTD | -65.0% | +10.8% | -75.9% | -67.2% |
| 1Y | -77.5% | +11.2% | -88.7% | -78.8% |
| 3Y | +143.6% | +76.5% | +67.1% | +98.3% |
| 5Y | +154.7% | +72.9% | +81.8% | +108.4% |
| All | +151.4% | +87.6% | +63.8% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling