+139.7%
OKLO vs ARWR
-23.4%
+163.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | +1.6% | -17.8% | +19.4% | +4.8% |
| 30D | -17.6% | -18.1% | +0.5% | -14.8% |
| 3M | -48.5% | -44.2% | -4.3% | -42.7% |
| 6M | -65.7% | -38.6% | -27.0% | -62.6% |
| YTD | -66.7% | -28.0% | -38.6% | -64.7% |
| 1Y | -76.5% | +16.1% | -92.6% | -77.1% |
| 3Y | +132.5% | +84.0% | +48.5% | +98.0% |
| 5Y | +142.8% | -35.4% | +178.2% | +103.2% |
| All | +139.7% | -23.4% | +163.0% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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