+305.3%
OKLO vs SPYG
+82.6%
+222.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -5.4% |
| 7D | +0.1% | -1.8% | +1.9% | +2.2% |
| 30D | -15.2% | -1.9% | -13.2% | -13.0% |
| 3M | -26.2% | +5.2% | -31.3% | -29.1% |
| 6M | -35.0% | +15.6% | -50.6% | -42.0% |
| YTD | -44.4% | +12.4% | -56.8% | -48.6% |
| 1Y | -45.9% | +17.5% | -63.4% | -51.0% |
| 3Y | +284.9% | +98.1% | +186.9% | +206.1% |
| 5Y | +305.3% | +84.9% | +220.4% | +224.2% |
| All | +305.3% | +82.6% | +222.7% | +224.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling