+326.6%
OKLO vs EW
-19.2%
+345.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +7.7% | -5.1% | +12.8% | +8.5% |
| 30D | -4.3% | -6.4% | +2.0% | -3.4% |
| 3M | -24.6% | -1.6% | -23.1% | -24.5% |
| 6M | -31.1% | +2.3% | -33.4% | -31.4% |
| YTD | -40.7% | +1.1% | -41.8% | -40.8% |
| 1Y | -42.4% | +8.0% | -50.4% | -43.0% |
| 3Y | +310.9% | +16.3% | +294.6% | +301.0% |
| 5Y | +332.6% | -29.4% | +362.0% | +327.0% |
| All | +326.6% | -19.2% | +345.8% | +318.0% |
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