+262.9%
OKLO vs EWZ
+48.5%
+214.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -8.8% |
| 7D | -12.2% | +0.9% | -13.1% | -12.5% |
| 30D | -19.7% | +12.8% | -32.5% | -23.5% |
| 3M | -37.4% | +10.8% | -48.2% | -39.9% |
| 6M | -42.3% | +2.5% | -44.8% | -42.4% |
| YTD | -49.5% | +21.4% | -70.9% | -51.9% |
| 1Y | -54.7% | +32.8% | -87.5% | -57.6% |
| 3Y | +249.6% | +45.2% | +204.4% | +217.0% |
| 5Y | +268.1% | +63.0% | +205.1% | +234.4% |
| All | +262.9% | +48.5% | +214.4% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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