+139.7%
OKLO vs EW
+0.4%
+139.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.4% |
| 7D | +1.6% | +4.9% | -3.3% | +0.9% |
| 30D | -17.6% | +23.9% | -41.6% | -20.2% |
| 3M | -48.5% | +15.8% | -64.3% | -49.6% |
| 6M | -65.7% | +31.7% | -97.3% | -67.0% |
| YTD | -66.7% | +25.7% | -92.4% | -67.8% |
| 1Y | -76.5% | +24.4% | -100.9% | -77.2% |
| 3Y | +132.5% | +65.9% | +66.6% | +119.4% |
| 5Y | +142.8% | -7.6% | +150.5% | +131.4% |
| All | +139.7% | +0.4% | +139.3% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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