+262.9%
OKLO vs OWL
+3.2%
+259.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -9.8% |
| 7D | -12.2% | -10.1% | -2.1% | -8.0% |
| 30D | -19.7% | -11.9% | -7.8% | -15.0% |
| 3M | -37.4% | +10.7% | -48.1% | -40.1% |
| 6M | -42.3% | +22.1% | -64.4% | -47.4% |
| YTD | -49.5% | -24.8% | -24.7% | -43.3% |
| 1Y | -54.7% | -39.2% | -15.5% | -44.7% |
| 3Y | +249.6% | +1.7% | +247.9% | +341.5% |
| 5Y | +268.1% | -15.5% | +283.6% | +361.7% |
| All | +262.9% | +3.2% | +259.7% | +359.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling