+262.9%
OKLO vs SSNC
+19.0%
+244.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -9.8% |
| 7D | -12.2% | -4.0% | -8.2% | -11.1% |
| 30D | -19.7% | +0.5% | -20.3% | -20.1% |
| 3M | -37.4% | +18.9% | -56.3% | -42.1% |
| 6M | -42.3% | +10.8% | -53.1% | -45.0% |
| YTD | -49.5% | -7.1% | -42.4% | -48.3% |
| 1Y | -54.7% | -9.6% | -45.1% | -53.2% |
| 3Y | +249.6% | +51.1% | +198.6% | +233.6% |
| 5Y | +268.1% | +19.7% | +248.4% | +255.6% |
| All | +262.9% | +19.0% | +244.0% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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