+31.7%
SNOW vs OKLO
+298.8%
-267.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.1% |
| 7D | -7.5% | +0.1% | -7.6% | -7.6% |
| 30D | -1.3% | -15.2% | +13.8% | +0.1% |
| 3M | +37.4% | -26.2% | +63.6% | +40.7% |
| 6M | +88.1% | -35.0% | +123.1% | +92.0% |
| YTD | +50.3% | -44.4% | +94.7% | +55.3% |
| 1Y | +46.0% | -45.9% | +91.9% | +48.1% |
| 3Y | +98.7% | +284.9% | -186.3% | +73.4% |
| 5Y | +3.5% | +305.3% | -301.8% | -13.2% |
| All | +31.7% | +298.8% | -267.1% | +12.9% |
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