+262.9%
OKLO vs SPYG
+97.0%
+165.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -10.1% |
| 7D | -12.2% | -0.9% | -11.3% | -11.4% |
| 30D | -19.7% | -1.5% | -18.2% | -18.2% |
| 3M | -37.4% | +3.7% | -41.1% | -39.1% |
| 6M | -42.3% | +16.4% | -58.7% | -48.9% |
| YTD | -49.5% | +13.3% | -62.9% | -53.7% |
| 1Y | -54.7% | +17.9% | -72.6% | -59.2% |
| 3Y | +249.6% | +98.3% | +151.3% | +175.7% |
| 5Y | +268.1% | +86.4% | +181.7% | +191.8% |
| All | +262.9% | +97.0% | +165.9% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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