+145.0%
OKLO vs ZTS
-54.8%
+199.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.4% |
| 7D | +27.3% | +1.0% | +26.3% | +27.4% |
| 30D | -23.1% | +12.4% | -35.5% | -22.6% |
| 3M | -45.8% | +13.6% | -59.4% | -45.5% |
| 6M | -66.8% | +9.3% | -76.1% | -66.6% |
| YTD | -65.9% | -32.6% | -33.4% | -65.2% |
| 1Y | -78.0% | -30.0% | -48.0% | -77.5% |
| 3Y | +137.4% | -48.7% | +186.1% | +140.1% |
| 5Y | +148.2% | -59.3% | +207.5% | +151.0% |
| All | +145.0% | -54.8% | +199.8% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling