+332.6%
OKLO vs AWK
-16.7%
+349.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +7.7% | +0.6% | +7.1% | +8.0% |
| 30D | -4.3% | +4.3% | -8.6% | -2.2% |
| 3M | -24.6% | +12.5% | -37.2% | -19.7% |
| 6M | -31.1% | +3.3% | -34.4% | -28.8% |
| YTD | -40.7% | +9.8% | -50.4% | -36.7% |
| 1Y | -42.4% | +2.9% | -45.4% | -39.5% |
| 3Y | +310.9% | +9.6% | +301.3% | +348.3% |
| 5Y | +332.6% | -16.7% | +349.3% | +373.3% |
| All | +332.6% | -16.7% | +349.4% | +373.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling