+313.5%
OKLO vs AWK
-3.3%
+316.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.5% |
| 7D | +2.8% | +1.7% | +1.1% | +3.6% |
| 30D | -4.0% | +5.6% | -9.6% | -1.4% |
| 3M | -36.9% | +15.9% | -52.7% | -31.8% |
| 6M | -37.1% | +4.6% | -41.7% | -34.7% |
| YTD | -42.5% | +10.1% | -52.5% | -38.6% |
| 1Y | -40.7% | +2.1% | -42.8% | -37.8% |
| 3Y | +299.1% | +9.8% | +289.3% | +335.3% |
| 5Y | +317.3% | -15.4% | +332.6% | +357.0% |
| All | +313.5% | -3.3% | +316.8% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling