+284.9%
OKLO vs SYK
-4.6%
+289.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.0% | -4.4% | -6.0% |
| 7D | +0.1% | -12.3% | +12.4% | +2.2% |
| 30D | -15.2% | -22.4% | +7.3% | -11.3% |
| 3M | -26.2% | -12.3% | -13.8% | -25.5% |
| 6M | -35.0% | -24.3% | -10.7% | -30.2% |
| YTD | -44.4% | -22.8% | -21.7% | -40.9% |
| 1Y | -45.9% | -28.8% | -17.1% | -40.8% |
| All | +284.9% | -4.6% | +289.5% | +289.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling