+34.7%
SNOW vs OKLO
+312.7%
-278.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.6% | -9.0% | -5.8% |
| 7D | +2.8% | +2.8% | 0.0% | +2.5% |
| 30D | +6.4% | -4.0% | +10.4% | +6.5% |
| 3M | +38.1% | -36.9% | +75.0% | +43.5% |
| 6M | +100.4% | -37.1% | +137.5% | +105.2% |
| YTD | +53.7% | -42.5% | +96.2% | +58.3% |
| 1Y | +52.0% | -40.7% | +92.7% | +52.8% |
| 3Y | +114.7% | +299.1% | -184.5% | +86.7% |
| 5Y | +8.8% | +317.3% | -308.5% | -9.0% |
| All | +34.7% | +312.7% | -278.0% | +15.1% |
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