+299.6%
OKLO vs GWRE
+27.1%
+272.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -6.1% |
| 7D | +0.1% | -30.9% | +31.0% | +5.7% |
| 30D | -15.2% | -20.7% | +5.5% | -12.9% |
| 3M | -26.2% | +20.2% | -46.3% | -31.1% |
| 6M | -35.0% | -11.9% | -23.2% | -35.7% |
| YTD | -44.4% | -30.3% | -14.1% | -41.7% |
| 1Y | -45.9% | -44.6% | -1.3% | -39.4% |
| 3Y | +284.9% | +48.8% | +236.1% | +279.9% |
| 5Y | +305.3% | +14.8% | +290.5% | +311.1% |
| All | +299.6% | +27.1% | +272.5% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling