+151.4%
OKLO vs ACWI
+69.2%
+82.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.1% | -5.9% |
| 7D | +6.8% | -0.2% | +7.0% | +7.8% |
| 30D | -27.7% | -3.3% | -24.4% | -23.4% |
| 3M | -43.6% | -3.4% | -40.2% | -39.8% |
| 6M | -65.4% | +0.8% | -66.2% | -64.4% |
| YTD | -65.0% | +10.7% | -75.7% | -67.0% |
| 1Y | -77.5% | +11.6% | -89.1% | -78.8% |
| 3Y | +143.6% | +73.4% | +70.2% | +95.0% |
| 5Y | +154.7% | +60.2% | +94.5% | +105.3% |
| All | +151.4% | +69.2% | +82.2% | +100.6% |
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