+334.0%
OKLO vs NWSA
+24.3%
+309.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.4% |
| 7D | +12.4% | -2.6% | +15.1% | +13.1% |
| 30D | -10.6% | +4.6% | -15.1% | -11.7% |
| 3M | -26.5% | +10.2% | -36.7% | -29.2% |
| 6M | -25.6% | +21.6% | -47.3% | -30.6% |
| YTD | -39.6% | +14.6% | -54.3% | -42.9% |
| 1Y | -38.8% | +0.4% | -39.1% | -39.4% |
| 3Y | +318.1% | +45.0% | +273.1% | +299.5% |
| 5Y | +339.7% | +41.3% | +298.4% | +317.7% |
| All | +334.0% | +24.3% | +309.7% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling