+136.0%
OKLO vs HWM
+541.6%
-405.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +2.5% | +20.1% | +21.4% |
| 7D | -6.7% | +3.4% | -10.1% | -8.0% |
| 30D | -36.0% | -7.5% | -28.5% | -33.7% |
| 3M | -44.2% | -28.9% | -15.3% | -35.3% |
| 6M | -70.4% | -19.6% | -50.8% | -67.9% |
| YTD | -67.2% | +0.6% | -67.8% | -67.9% |
| 1Y | -77.9% | +0.3% | -78.3% | -78.3% |
| 3Y | +128.4% | +326.1% | -197.7% | +77.2% |
| 5Y | +139.1% | +525.2% | -386.1% | +83.7% |
| All | +136.0% | +541.6% | -405.6% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling