+152.9%
SLV vs OKLO
+325.7%
-172.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.4% |
| 7D | +2.8% | +7.7% | -4.9% | +2.2% |
| 30D | +2.2% | -4.3% | +6.5% | +2.4% |
| 3M | +2.9% | -24.6% | +27.5% | +4.7% |
| 6M | -22.4% | -31.1% | +8.7% | -20.8% |
| YTD | -5.7% | -40.7% | +34.9% | -3.1% |
| 1Y | +63.3% | -42.4% | +105.8% | +67.3% |
| 3Y | +189.0% | +310.9% | -121.9% | +141.1% |
| 5Y | +172.7% | +332.6% | -160.0% | +123.9% |
| All | +152.9% | +325.7% | -172.8% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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