+159.1%
OKLO vs SYF
+74.3%
+84.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.9% |
| 7D | +16.9% | -3.6% | +20.5% | +18.9% |
| 30D | -19.7% | -1.7% | -18.0% | -19.0% |
| 3M | -45.0% | -7.8% | -37.2% | -43.0% |
| 6M | -66.9% | +3.4% | -70.3% | -67.5% |
| YTD | -64.0% | -12.2% | -51.8% | -61.9% |
| 1Y | -75.2% | -1.6% | -73.6% | -74.8% |
| 3Y | +151.1% | +157.8% | -6.7% | +123.6% |
| 5Y | +162.8% | +61.9% | +100.9% | +135.6% |
| All | +159.1% | +74.3% | +84.9% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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