+262.9%
OKLO vs SPY
+90.7%
+172.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.0% | -10.2% |
| 7D | -12.2% | -0.8% | -11.5% | -11.5% |
| 30D | -19.7% | -1.1% | -18.7% | -18.6% |
| 3M | -37.4% | +3.9% | -41.3% | -39.6% |
| 6M | -42.3% | +13.6% | -55.9% | -48.5% |
| YTD | -49.5% | +12.7% | -62.2% | -54.3% |
| 1Y | -54.7% | +17.5% | -72.2% | -60.0% |
| 3Y | +249.6% | +76.9% | +172.7% | +174.9% |
| 5Y | +268.1% | +83.6% | +184.5% | +190.0% |
| All | +262.9% | +90.7% | +172.2% | +183.1% |
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