+262.9%
OKLO vs NWSA
+23.1%
+239.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.2% |
| 7D | -12.2% | -2.8% | -9.4% | -11.6% |
| 30D | -19.7% | +3.0% | -22.8% | -20.5% |
| 3M | -37.4% | +12.3% | -49.7% | -40.0% |
| 6M | -42.3% | +21.9% | -64.1% | -46.2% |
| YTD | -49.5% | +13.6% | -63.1% | -52.1% |
| 1Y | -54.7% | +0.5% | -55.2% | -55.2% |
| 3Y | +249.6% | +43.8% | +205.9% | +234.9% |
| 5Y | +268.1% | +41.2% | +226.9% | +250.2% |
| All | +262.9% | +23.1% | +239.8% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling