+145.0%
OKLO vs SYF
+73.4%
+71.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | +27.3% | -3.3% | +30.6% | +29.3% |
| 30D | -23.1% | -2.2% | -20.9% | -22.3% |
| 3M | -45.8% | -9.3% | -36.5% | -43.4% |
| 6M | -66.8% | +2.1% | -68.9% | -67.2% |
| YTD | -65.9% | -12.6% | -53.3% | -63.9% |
| 1Y | -78.0% | -3.4% | -74.6% | -77.5% |
| 3Y | +137.4% | +156.5% | -19.1% | +111.9% |
| 5Y | +148.2% | +59.6% | +88.7% | +123.1% |
| All | +145.0% | +73.4% | +71.6% | +118.4% |
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 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