+76.8%
SPYM vs OKLO
+310.9%
-234.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -0.4% | +7.7% | -8.1% | -0.7% |
| 30D | -1.4% | -4.3% | +2.9% | -1.3% |
| 3M | +3.7% | -24.6% | +28.4% | +4.7% |
| 6M | +13.0% | -31.1% | +44.1% | +14.0% |
| YTD | +12.5% | -40.7% | +53.1% | +13.7% |
| 1Y | +18.6% | -42.4% | +61.1% | +19.1% |
| All | +76.8% | +310.9% | -234.1% | +56.6% |
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