+159.1%
OKLO vs EW
-0.9%
+160.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +2.8% |
| 7D | +16.9% | +6.5% | +10.4% | +15.9% |
| 30D | -19.7% | +22.5% | -42.2% | -22.1% |
| 3M | -45.0% | +13.0% | -58.0% | -46.0% |
| 6M | -66.9% | +37.1% | -104.0% | -68.4% |
| YTD | -64.0% | +24.1% | -88.1% | -65.1% |
| 1Y | -75.2% | +24.2% | -99.4% | -76.0% |
| 3Y | +151.1% | +64.8% | +86.3% | +137.4% |
| 5Y | +162.8% | -7.4% | +170.2% | +150.4% |
| All | +159.1% | -0.9% | +160.0% | +146.3% |
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