-23.8%
SPOT vs OKLO
-51.2%
+27.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +9.9% | +1.2% |
| 7D | -3.1% | -12.2% | +9.2% | -2.6% |
| 30D | +7.4% | -19.7% | +27.1% | +8.3% |
| 3M | +8.2% | -37.4% | +45.6% | +10.4% |
| 6M | +2.2% | -42.3% | +44.5% | +4.1% |
| YTD | -9.5% | -49.5% | +40.1% | -8.1% |
| 1Y | -23.8% | -54.7% | +30.9% | -24.1% |
| All | -23.8% | -51.2% | +27.3% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling