+226.8%
SOXX vs OKLO
+249.6%
-22.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.0% | +3.0% |
| 7D | +1.4% | -12.2% | +13.6% | +2.9% |
| 30D | -3.6% | -19.7% | +16.2% | -1.2% |
| 3M | -10.2% | -37.4% | +27.2% | -5.4% |
| 6M | +54.2% | -42.3% | +96.5% | +62.6% |
| YTD | +75.2% | -49.5% | +124.7% | +86.1% |
| 1Y | +107.5% | -54.7% | +162.2% | +119.8% |
| 3Y | +226.8% | +249.6% | -22.9% | +173.9% |
| All | +226.8% | +249.6% | -22.9% | +173.9% |
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