+128.4%
OKLO vs HWM
+330.9%
-202.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +2.5% | +20.1% | +20.8% |
| 7D | -6.7% | +3.4% | -10.1% | -8.9% |
| 30D | -36.0% | -7.5% | -28.5% | -32.5% |
| 3M | -44.2% | -28.9% | -15.3% | -29.4% |
| 6M | -70.4% | -19.6% | -50.8% | -66.7% |
| YTD | -67.2% | +0.6% | -67.8% | -69.5% |
| 1Y | -77.9% | +0.3% | -78.3% | -79.4% |
| 3Y | +128.4% | +326.1% | -197.7% | +30.2% |
| All | +128.4% | +330.9% | -202.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 3y: compounded portfolio wealth divided by compounded HWM 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…
3y analysis · Full analysis span regression · 6 months rolling