+151.4%
OKLO vs SYF
+73.5%
+77.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.6% |
| 7D | +6.8% | -4.2% | +11.0% | +9.0% |
| 30D | -27.7% | -1.1% | -26.6% | -27.4% |
| 3M | -43.6% | -7.9% | -35.7% | -41.5% |
| 6M | -65.4% | -1.1% | -64.3% | -65.4% |
| YTD | -65.0% | -12.6% | -52.4% | -62.9% |
| 1Y | -77.5% | -2.4% | -75.1% | -77.1% |
| 3Y | +143.6% | +156.6% | -13.0% | +117.4% |
| 5Y | +154.7% | +61.9% | +92.8% | +128.8% |
| All | +151.4% | +73.5% | +77.9% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling