+139.7%
OKLO vs ZM
-74.1%
+213.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | +1.6% | +11.0% | -9.5% | +0.1% |
| 30D | -17.6% | +5.6% | -23.3% | -18.2% |
| 3M | -48.5% | -9.1% | -39.4% | -48.0% |
| 6M | -65.7% | -2.6% | -63.1% | -65.6% |
| YTD | -66.7% | +15.7% | -82.3% | -67.4% |
| 1Y | -76.5% | +18.8% | -95.2% | -77.1% |
| 3Y | +132.5% | +62.2% | +70.3% | +123.1% |
| 5Y | +142.8% | -60.9% | +203.7% | +133.2% |
| All | +139.7% | -74.1% | +213.8% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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