+368.0%
SMH vs OKLO
+333.1%
+34.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.8% | +0.6% |
| 7D | +5.2% | +12.4% | -7.2% | +3.8% |
| 30D | -1.5% | -10.6% | +9.0% | -0.4% |
| 3M | -4.1% | -26.5% | +22.4% | -1.1% |
| 6M | +50.8% | -25.6% | +76.4% | +54.0% |
| YTD | +59.3% | -39.6% | +99.0% | +65.1% |
| 1Y | +94.1% | -38.8% | +132.8% | +98.1% |
| 3Y | +286.7% | +318.1% | -31.3% | +217.2% |
| 5Y | +339.4% | +339.7% | -0.3% | +257.6% |
| All | +368.0% | +333.1% | +34.9% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling