+299.6%
OKLO vs ZTS
-60.6%
+360.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -6.3% |
| 7D | +0.1% | -4.5% | +4.6% | 0.0% |
| 30D | -15.2% | -3.3% | -11.9% | -15.2% |
| 3M | -26.2% | -9.7% | -16.4% | -26.1% |
| 6M | -35.0% | -38.8% | +3.8% | -34.0% |
| YTD | -44.4% | -41.2% | -3.2% | -43.6% |
| 1Y | -45.9% | -50.3% | +4.4% | -45.3% |
| 3Y | +284.9% | -59.1% | +344.1% | +286.7% |
| 5Y | +305.3% | -62.8% | +368.1% | +307.1% |
| All | +299.6% | -60.6% | +360.2% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZTS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling