+139.7%
OKLO vs SSNC
+17.8%
+121.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | +1.6% | +2.3% | -0.7% | +0.8% |
| 30D | -17.6% | -3.1% | -14.5% | -16.9% |
| 3M | -48.5% | -2.7% | -45.8% | -48.3% |
| 6M | -65.7% | +23.7% | -89.3% | -69.0% |
| YTD | -66.7% | -8.0% | -58.6% | -65.8% |
| 1Y | -76.5% | -4.7% | -71.8% | -76.2% |
| 3Y | +132.5% | +58.0% | +74.5% | +121.6% |
| 5Y | +142.8% | +8.0% | +134.9% | +135.7% |
| All | +139.7% | +17.8% | +121.9% | +131.1% |
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