+89.9%
SPYM vs OKLO
+262.2%
-172.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.7% | +1.0% |
| 7D | -1.0% | -12.2% | +11.2% | -0.5% |
| 30D | -1.3% | -19.7% | +18.4% | -0.4% |
| 3M | +3.6% | -37.4% | +41.0% | +5.5% |
| 6M | +13.3% | -42.3% | +55.6% | +15.2% |
| YTD | +12.4% | -49.5% | +62.0% | +14.5% |
| 1Y | +17.3% | -54.7% | +72.0% | +19.0% |
| 3Y | +76.8% | +249.6% | -172.9% | +56.8% |
| 5Y | +83.6% | +268.1% | -184.5% | +60.4% |
| All | +89.9% | +262.2% | -172.3% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling