+182.6%
SLV vs OKLO
+319.3%
-136.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.1% |
| 7D | +2.5% | +12.4% | -9.9% | +1.5% |
| 30D | +3.3% | -10.6% | +13.8% | +4.0% |
| 3M | -3.6% | -26.5% | +22.9% | -1.7% |
| 6M | -21.8% | -25.6% | +3.8% | -20.6% |
| YTD | -7.8% | -39.6% | +31.8% | -5.4% |
| 1Y | +58.3% | -38.8% | +97.0% | +61.6% |
| 3Y | +182.6% | +318.1% | -135.5% | +129.4% |
| All | +182.6% | +319.3% | -136.7% | +129.4% |
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