-100.0%
SOXS vs OKLO
+249.6%
-349.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.2% | +3.6% | -9.0% |
| 7D | -4.7% | -12.2% | +7.5% | -9.1% |
| 30D | +7.7% | -19.7% | +27.5% | +0.9% |
| 3M | -10.2% | -37.4% | +27.2% | -16.7% |
| 6M | -99.2% | -42.3% | -56.9% | -99.0% |
| YTD | -99.5% | -49.5% | -50.0% | -99.4% |
| 1Y | -99.8% | -54.7% | -45.1% | -99.7% |
| 3Y | -100.0% | +249.6% | -349.6% | -99.9% |
| All | -100.0% | +249.6% | -349.6% | -99.9% |
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 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