-40.7%
OKLO vs SYK
-21.3%
-19.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.2% |
| 7D | +2.8% | -8.3% | +11.1% | +0.6% |
| 30D | -4.0% | -10.1% | +6.1% | -6.4% |
| 3M | -36.9% | +0.9% | -37.8% | -35.9% |
| 6M | -37.1% | -20.2% | -16.9% | -38.7% |
| YTD | -42.5% | -13.3% | -29.2% | -41.0% |
| 1Y | -40.7% | -22.3% | -18.4% | -37.7% |
| All | -40.7% | -21.3% | -19.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling