+132.7%
SLV vs OKLO
+161.3%
-28.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +1.6% |
| 7D | +5.6% | +14.1% | -8.5% | +4.1% |
| 30D | -12.1% | -22.7% | +10.5% | -10.6% |
| 3M | -16.3% | -44.6% | +28.3% | -12.8% |
| 6M | -34.1% | -63.0% | +28.9% | -29.5% |
| YTD | -25.3% | -62.6% | +37.3% | -20.6% |
| 1Y | +9.6% | -76.2% | +85.8% | +18.3% |
| 3Y | +132.7% | +160.8% | -28.2% | +84.4% |
| All | +132.7% | +161.3% | -28.7% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling