+135.5%
EWY vs OKLO
+333.1%
-197.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.1% |
| 7D | +8.0% | +12.4% | -4.4% | +6.8% |
| 30D | +14.3% | -10.6% | +24.9% | +15.5% |
| 3M | +2.3% | -26.5% | +28.8% | +4.9% |
| 6M | +49.9% | -25.6% | +75.5% | +53.2% |
| YTD | +95.3% | -39.6% | +135.0% | +101.7% |
| 1Y | +161.7% | -38.8% | +200.5% | +167.7% |
| 3Y | +230.2% | +318.1% | -87.9% | +199.0% |
| 5Y | +148.1% | +339.7% | -191.6% | +122.5% |
| All | +135.5% | +333.1% | -197.6% | +113.9% |
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 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