+313.5%
OKLO vs ZM
-73.7%
+387.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.2% |
| 7D | +2.8% | +2.9% | -0.1% | +2.5% |
| 30D | -4.0% | +0.7% | -4.7% | -4.1% |
| 3M | -36.9% | -3.7% | -33.2% | -36.6% |
| 6M | -37.1% | +29.9% | -67.0% | -39.2% |
| YTD | -42.5% | +17.4% | -59.9% | -43.9% |
| 1Y | -40.7% | +22.4% | -63.1% | -42.5% |
| 3Y | +299.1% | +41.3% | +257.8% | +282.5% |
| 5Y | +317.3% | -66.0% | +383.3% | +299.9% |
| All | +313.5% | -73.7% | +387.3% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling