+160.8%
OKLO vs EW
+57.6%
+103.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.5% | +11.5% | +13.3% |
| 7D | +14.1% | +12.3% | +1.8% | +10.7% |
| 30D | -22.7% | +22.9% | -45.5% | -26.8% |
| 3M | -44.6% | +16.7% | -61.3% | -46.8% |
| 6M | -63.0% | +31.0% | -93.9% | -65.6% |
| YTD | -62.6% | +22.8% | -85.4% | -64.7% |
| 1Y | -76.2% | +25.6% | -101.7% | -77.6% |
| 3Y | +160.8% | +62.0% | +98.9% | +136.4% |
| All | +160.8% | +57.6% | +103.2% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling