+151.4%
OKLO vs ARWR
-21.4%
+172.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.4% |
| 7D | +6.8% | -17.7% | +24.5% | +10.3% |
| 30D | -27.7% | -21.9% | -5.8% | -24.5% |
| 3M | -43.6% | -44.5% | +0.9% | -37.2% |
| 6M | -65.4% | -32.6% | -32.8% | -62.9% |
| YTD | -65.0% | -26.2% | -38.8% | -63.2% |
| 1Y | -77.5% | +23.0% | -100.5% | -78.4% |
| 3Y | +143.6% | +81.8% | +61.8% | +106.4% |
| 5Y | +154.7% | -36.0% | +190.8% | +111.6% |
| All | +151.4% | -21.4% | +172.8% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling