+270.7%
OKLO vs GWRE
+15.1%
+255.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.3% |
| 7D | -12.2% | -13.2% | +1.0% | -10.3% |
| 30D | -19.7% | -18.6% | -1.2% | -18.0% |
| 3M | -37.4% | +18.9% | -56.3% | -41.5% |
| 6M | -42.3% | -11.0% | -31.3% | -43.0% |
| YTD | -49.5% | -29.9% | -19.6% | -47.0% |
| 1Y | -54.7% | -44.3% | -10.4% | -49.2% |
| 3Y | +249.6% | +51.7% | +197.9% | +244.6% |
| All | +270.7% | +15.1% | +255.7% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling