-40.7%
OKLO vs GWRE
-25.4%
-15.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -19.9% | +23.5% | +3.0% |
| 7D | +2.8% | -21.1% | +23.9% | +2.3% |
| 30D | -4.0% | +1.3% | -5.3% | -4.4% |
| 3M | -36.9% | +7.4% | -44.3% | -36.7% |
| 6M | -37.1% | +5.6% | -42.7% | -36.6% |
| YTD | -42.5% | -19.2% | -23.3% | -38.8% |
| 1Y | -40.7% | -25.1% | -15.6% | -35.1% |
| All | -40.7% | -25.4% | -15.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling