-100.0%
SOXS vs OKLO
+325.7%
-425.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -2.6% |
| 7D | -16.6% | +7.7% | -24.3% | -13.9% |
| 30D | -4.4% | -4.3% | 0.0% | -4.4% |
| 3M | -26.2% | -24.6% | -1.6% | -26.1% |
| 6M | -99.3% | -31.1% | -68.2% | -99.0% |
| YTD | -99.5% | -40.7% | -58.9% | -99.4% |
| 1Y | -99.8% | -42.4% | -57.3% | -99.7% |
| 3Y | -100.0% | +310.9% | -410.9% | -99.9% |
| 5Y | -100.0% | +332.6% | -432.6% | -100.0% |
| All | -100.0% | +325.7% | -425.7% | -100.0% |
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