+145.0%
OKLO vs BWA
+35.2%
+109.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | +27.3% | +7.3% | +20.1% | +24.8% |
| 30D | -23.1% | -15.8% | -7.2% | -18.3% |
| 3M | -45.8% | -25.7% | -20.1% | -40.2% |
| 6M | -66.8% | -19.6% | -47.2% | -64.0% |
| YTD | -65.9% | +14.1% | -80.0% | -66.1% |
| 1Y | -78.0% | +12.2% | -90.2% | -78.0% |
| 3Y | +137.4% | +63.8% | +73.5% | +116.3% |
| 5Y | +148.2% | +28.7% | +119.5% | +125.7% |
| All | +145.0% | +35.2% | +109.8% | +123.9% |
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