+93.6%
SLV vs OKLO
+150.9%
-57.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -2.9% |
| 7D | +3.7% | +6.8% | -3.2% | +2.7% |
| 30D | -15.2% | -27.7% | +12.5% | -13.2% |
| 3M | -21.8% | -43.6% | +21.8% | -18.5% |
| 6M | -36.3% | -65.4% | +29.1% | -31.5% |
| YTD | -27.8% | -65.0% | +37.2% | -22.9% |
| 1Y | +1.5% | -77.5% | +79.0% | +10.2% |
| 3Y | +128.5% | +143.6% | -15.1% | +98.1% |
| 5Y | +103.2% | +154.7% | -51.5% | +74.7% |
| All | +93.6% | +150.9% | -57.3% | +67.7% |
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