+262.9%
OKLO vs ZS
-25.9%
+288.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.3% |
| 7D | -12.2% | -3.1% | -9.1% | -11.9% |
| 30D | -19.7% | -7.2% | -12.5% | -19.1% |
| 3M | -37.4% | +30.5% | -67.9% | -39.8% |
| 6M | -42.3% | +7.0% | -49.3% | -44.2% |
| YTD | -49.5% | -26.8% | -22.7% | -48.3% |
| 1Y | -54.7% | -42.6% | -12.1% | -52.0% |
| 3Y | +249.6% | -0.3% | +249.9% | +253.5% |
| 5Y | +268.1% | -39.2% | +307.3% | +272.6% |
| All | +262.9% | -25.9% | +288.8% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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