+262.9%
OKLO vs BWA
+76.8%
+186.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.6% | -9.6% |
| 7D | -12.2% | -1.3% | -10.9% | -12.0% |
| 30D | -19.7% | -2.9% | -16.8% | -19.1% |
| 3M | -37.4% | -10.7% | -26.7% | -35.4% |
| 6M | -42.3% | +26.5% | -68.7% | -45.0% |
| YTD | -49.5% | +49.1% | -98.6% | -54.1% |
| 1Y | -54.7% | +52.1% | -106.8% | -59.0% |
| 3Y | +249.6% | +72.6% | +177.0% | +191.5% |
| 5Y | +268.1% | +89.4% | +178.7% | +206.4% |
| All | +262.9% | +76.8% | +186.2% | +203.3% |
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