+262.9%
OKLO vs AWK
-5.3%
+268.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.6% | -9.9% |
| 7D | -12.2% | -2.1% | -10.1% | -13.2% |
| 30D | -19.7% | +2.1% | -21.8% | -18.9% |
| 3M | -37.4% | +11.4% | -48.8% | -33.8% |
| 6M | -42.3% | +3.9% | -46.2% | -40.3% |
| YTD | -49.5% | +7.7% | -57.2% | -46.7% |
| 1Y | -54.7% | +1.3% | -56.0% | -52.8% |
| 3Y | +249.6% | +7.2% | +242.4% | +277.2% |
| 5Y | +268.1% | -17.0% | +285.1% | +298.7% |
| All | +262.9% | -5.3% | +268.3% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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