+139.7%
OKLO vs BWA
+35.0%
+104.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.6% | +4.3% | -2.7% | +0.3% |
| 30D | -17.6% | -13.0% | -4.6% | -13.5% |
| 3M | -48.5% | -24.8% | -23.7% | -43.4% |
| 6M | -65.7% | -23.5% | -42.1% | -62.3% |
| YTD | -66.7% | +13.8% | -80.5% | -66.8% |
| 1Y | -76.5% | +13.4% | -89.9% | -76.6% |
| 3Y | +132.5% | +62.8% | +69.7% | +111.9% |
| 5Y | +142.8% | +28.5% | +114.4% | +121.0% |
| All | +139.7% | +35.0% | +104.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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