+262.9%
OKLO vs EWT
+157.2%
+105.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.8% | -11.0% | -10.9% |
| 7D | -12.2% | -1.1% | -11.1% | -11.4% |
| 30D | -19.7% | +4.5% | -24.2% | -22.8% |
| 3M | -37.4% | +8.3% | -45.7% | -41.5% |
| 6M | -42.3% | +54.2% | -96.5% | -59.2% |
| YTD | -49.5% | +74.6% | -124.1% | -67.5% |
| 1Y | -54.7% | +84.9% | -139.6% | -71.8% |
| 3Y | +249.6% | +197.5% | +52.1% | +91.6% |
| 5Y | +268.1% | +150.6% | +117.5% | +102.9% |
| All | +262.9% | +157.2% | +105.7% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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