+313.5%
OKLO vs SSNC
+24.0%
+289.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +4.0% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | -4.0% | +6.0% | -10.0% | -6.1% |
| 3M | -36.9% | +21.0% | -57.9% | -41.8% |
| 6M | -37.1% | +12.1% | -49.2% | -40.1% |
| YTD | -42.5% | -3.2% | -39.3% | -41.8% |
| 1Y | -40.7% | -4.4% | -36.4% | -39.9% |
| 3Y | +299.1% | +51.6% | +247.5% | +276.2% |
| 5Y | +317.3% | +21.1% | +296.2% | +298.2% |
| All | +313.5% | +24.0% | +289.6% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling