+139.7%
OKLO vs AWK
+3.5%
+136.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -1.5% |
| 7D | +1.6% | +0.1% | +1.4% | +1.7% |
| 30D | -17.6% | +14.3% | -31.9% | -11.8% |
| 3M | -48.5% | +10.3% | -58.8% | -45.6% |
| 6M | -65.7% | +18.9% | -84.6% | -62.2% |
| YTD | -66.7% | +17.7% | -84.4% | -63.0% |
| 1Y | -76.5% | +16.9% | -93.3% | -73.9% |
| 3Y | +132.5% | +32.2% | +100.3% | +162.9% |
| 5Y | +142.8% | -2.2% | +145.0% | +175.8% |
| All | +139.7% | +3.5% | +136.2% | +169.1% |
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