+326.6%
OKLO vs ZTS
-60.3%
+386.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +7.7% | -3.8% | +11.5% | +7.6% |
| 30D | -4.3% | -2.0% | -2.3% | -4.4% |
| 3M | -24.6% | -10.2% | -14.4% | -24.5% |
| 6M | -31.1% | -39.4% | +8.3% | -30.0% |
| YTD | -40.7% | -40.8% | +0.1% | -39.8% |
| 1Y | -42.4% | -50.1% | +7.7% | -41.8% |
| 3Y | +310.9% | -58.9% | +369.8% | +312.8% |
| 5Y | +332.6% | -62.4% | +395.0% | +334.7% |
| All | +326.6% | -60.3% | +386.9% | +329.7% |
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