+115.3%
SPOT vs OKLO
+267.3%
-152.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +9.9% | +1.4% |
| 7D | -3.1% | -12.2% | +9.2% | -2.3% |
| 30D | +7.4% | -19.7% | +27.1% | +8.8% |
| 3M | +8.2% | -37.4% | +45.6% | +11.1% |
| 6M | +2.2% | -42.3% | +44.5% | +4.7% |
| YTD | -9.5% | -49.5% | +40.1% | -7.0% |
| 1Y | -23.8% | -54.7% | +30.9% | -22.4% |
| 3Y | +233.5% | +249.6% | -16.1% | +172.6% |
| All | +115.3% | +267.3% | -152.1% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling