+305.3%
OKLO vs NWSA
+39.0%
+266.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.1% |
| 7D | +0.1% | -4.8% | +4.9% | +1.4% |
| 30D | -15.2% | +3.0% | -18.1% | -15.9% |
| 3M | -26.2% | +9.3% | -35.5% | -28.7% |
| 6M | -35.0% | +23.2% | -58.2% | -39.7% |
| YTD | -44.4% | +13.3% | -57.8% | -47.3% |
| 1Y | -45.9% | +2.9% | -48.8% | -47.0% |
| 3Y | +284.9% | +43.3% | +241.6% | +269.1% |
| 5Y | +305.3% | +40.9% | +264.4% | +286.6% |
| All | +305.3% | +39.0% | +266.2% | +286.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling