+120.1%
SPOT vs OKLO
+141.6%
-21.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +2.5% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +16.9% | -17.6% | +34.6% | +17.9% |
| 3M | +23.0% | -48.5% | +71.5% | +27.5% |
| 6M | +42.2% | -65.7% | +107.8% | +50.9% |
| YTD | +5.5% | -66.7% | +72.2% | +10.7% |
| 1Y | -5.1% | -76.5% | +71.4% | +1.8% |
| 3Y | +257.9% | +132.5% | +125.4% | +183.2% |
| All | +120.1% | +141.6% | -21.5% | +61.3% |
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