-80.3%
OKLO vs OWL
-28.0%
-52.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.9% | -7.9% |
| 7D | -18.4% | +10.1% | -28.6% | -24.2% |
| 30D | -38.5% | +18.7% | -57.2% | -46.0% |
| 3M | -48.9% | -6.2% | -42.8% | -46.8% |
| 6M | -67.8% | +9.8% | -77.5% | -70.4% |
| YTD | -69.2% | -24.2% | -45.0% | -58.8% |
| 1Y | -80.3% | -26.6% | -53.7% | -72.5% |
| All | -80.3% | -28.0% | -52.2% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling