+134.0%
EWY vs OKLO
+262.2%
-128.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.2% | +12.4% | +4.2% |
| 7D | -0.1% | -12.2% | +12.2% | +1.2% |
| 30D | +7.3% | -19.7% | +27.0% | +9.5% |
| 3M | -5.1% | -37.4% | +32.3% | -1.2% |
| 6M | +42.1% | -42.3% | +84.3% | +48.4% |
| YTD | +94.1% | -49.5% | +143.6% | +103.9% |
| 1Y | +147.8% | -54.7% | +202.5% | +159.6% |
| 3Y | +222.9% | +249.6% | -26.7% | +197.6% |
| 5Y | +150.6% | +268.1% | -117.5% | +128.5% |
| All | +134.0% | +262.2% | -128.2% | +116.3% |
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