+139.7%
OKLO vs NWSA
+12.8%
+126.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.8% | -2.9% |
| 7D | +1.6% | +2.2% | -0.6% | +1.0% |
| 30D | -17.6% | -8.8% | -8.9% | -15.4% |
| 3M | -48.5% | -6.5% | -42.0% | -47.5% |
| 6M | -65.7% | +1.5% | -67.2% | -66.2% |
| YTD | -66.7% | +4.0% | -70.7% | -67.6% |
| 1Y | -76.5% | +3.4% | -79.9% | -77.1% |
| 3Y | +132.5% | +34.8% | +97.6% | +128.4% |
| 5Y | +142.8% | +18.4% | +124.5% | +138.4% |
| All | +139.7% | +12.8% | +126.9% | +137.7% |
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