+334.0%
OKLO vs SPYG
+97.8%
+236.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.5% |
| 7D | +12.4% | +1.2% | +11.2% | +10.9% |
| 30D | -10.6% | -1.6% | -9.0% | -8.8% |
| 3M | -26.5% | +3.4% | -29.9% | -28.1% |
| 6M | -25.6% | +18.9% | -44.5% | -35.4% |
| YTD | -39.6% | +13.8% | -53.4% | -44.9% |
| 1Y | -38.8% | +20.6% | -59.4% | -45.8% |
| 3Y | +318.1% | +100.5% | +217.5% | +228.2% |
| 5Y | +339.7% | +84.6% | +255.1% | +247.7% |
| All | +334.0% | +97.8% | +236.1% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling