+17.6%
SPYM vs OKLO
-51.2%
+68.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +1.4% |
| 7D | -0.8% | -12.2% | +11.5% | 0.0% |
| 30D | -1.1% | -19.7% | +18.7% | +0.2% |
| 3M | +3.9% | -37.4% | +41.3% | +6.4% |
| 6M | +13.6% | -42.3% | +55.9% | +15.9% |
| YTD | +12.7% | -49.5% | +62.3% | +15.2% |
| 1Y | +17.6% | -54.7% | +72.3% | +20.9% |
| All | +17.6% | -51.2% | +68.8% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling