-54.7%
OKLO vs GWRE
-44.7%
-10.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.2% |
| 7D | -12.2% | -13.2% | +1.0% | -12.7% |
| 30D | -19.7% | -18.6% | -1.2% | -20.6% |
| 3M | -37.4% | +18.9% | -56.3% | -38.6% |
| 6M | -42.3% | -11.0% | -31.3% | -41.0% |
| YTD | -49.5% | -29.9% | -19.6% | -41.2% |
| 1Y | -54.7% | -44.3% | -10.4% | -35.4% |
| All | -54.7% | -44.7% | -10.0% | -35.4% |
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