+106.4%
SPOT vs OKLO
+333.1%
-226.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.5% | -2.9% |
| 7D | -2.9% | +12.4% | -15.3% | -3.7% |
| 30D | +8.3% | -10.6% | +18.9% | +8.9% |
| 3M | +5.1% | -26.5% | +31.6% | +6.7% |
| 6M | -6.5% | -25.6% | +19.2% | -5.8% |
| YTD | -9.0% | -39.6% | +30.7% | -7.6% |
| 1Y | -26.4% | -38.8% | +12.4% | -26.6% |
| 3Y | +240.0% | +318.1% | -78.0% | +173.9% |
| 5Y | +111.7% | +339.7% | -228.0% | +64.1% |
| All | +106.4% | +333.1% | -226.7% | +62.0% |
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