+334.0%
OKLO vs ACWI
+75.2%
+258.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.6% |
| 7D | +12.4% | +1.1% | +11.3% | +10.7% |
| 30D | -10.6% | -0.2% | -10.4% | -10.1% |
| 3M | -26.5% | +4.7% | -31.2% | -29.9% |
| 6M | -25.6% | +14.5% | -40.1% | -34.6% |
| YTD | -39.6% | +14.6% | -54.3% | -46.5% |
| 1Y | -38.8% | +21.4% | -60.2% | -48.0% |
| 3Y | +318.1% | +77.6% | +240.5% | +214.4% |
| 5Y | +339.7% | +68.1% | +271.6% | +233.2% |
| All | +334.0% | +75.2% | +258.7% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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