+145.0%
OKLO vs ZETA
+414.8%
-269.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -5.3% |
| 7D | +27.3% | +26.5% | +0.9% | +22.7% |
| 30D | -23.1% | +10.3% | -33.3% | -24.1% |
| 3M | -45.8% | +30.5% | -76.4% | -48.0% |
| 6M | -66.8% | +129.4% | -196.1% | -70.8% |
| YTD | -65.9% | +83.1% | -149.1% | -69.2% |
| 1Y | -78.0% | +82.1% | -160.1% | -80.1% |
| 3Y | +137.4% | +352.3% | -214.9% | +109.3% |
| 5Y | +148.2% | +293.1% | -144.9% | +118.5% |
| All | +145.0% | +414.8% | -269.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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