+90.8%
SPYM vs OKLO
+333.1%
-242.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.8% |
| 7D | +0.6% | +12.4% | -11.8% | 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 | +13.0% | -39.6% | +52.6% | +14.2% |
| 1Y | +19.4% | -38.8% | +58.2% | +19.6% |
| 3Y | +78.9% | +318.1% | -239.2% | +57.4% |
| 5Y | +82.3% | +339.7% | -257.4% | +58.1% |
| All | +90.8% | +333.1% | -242.3% | +67.0% |
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