+78.5%
SPY vs OKLO
+319.3%
-240.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -0.8% |
| 7D | +0.5% | +12.4% | -11.9% | 0.0% |
| 30D | -0.9% | -10.6% | +9.6% | -0.5% |
| 3M | +3.9% | -26.5% | +30.4% | +5.0% |
| 6M | +14.5% | -25.6% | +40.2% | +15.1% |
| YTD | +12.9% | -39.6% | +52.6% | +14.1% |
| 1Y | +19.4% | -38.8% | +58.1% | +19.6% |
| 3Y | +78.5% | +318.1% | -239.6% | +58.0% |
| All | +78.5% | +319.3% | -240.8% | +58.0% |
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 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