+128.4%
OKLO vs ACWI
+70.3%
+58.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | 0.0% | +22.7% | +22.8% |
| 7D | -6.7% | -2.4% | -4.4% | +0.4% |
| 30D | -36.0% | -5.2% | -30.9% | -24.3% |
| 3M | -44.2% | -4.8% | -39.4% | -34.0% |
| 6M | -70.4% | -1.3% | -69.1% | -67.6% |
| YTD | -67.2% | +8.4% | -75.6% | -71.2% |
| 1Y | -77.9% | +11.0% | -89.0% | -81.6% |
| 3Y | +128.4% | +70.6% | +57.9% | +21.2% |
| All | +128.4% | +70.3% | +58.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling