-54.7%
OKLO vs OWL
-38.6%
-16.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -10.0% |
| 7D | -12.2% | -10.1% | -2.1% | -5.9% |
| 30D | -19.7% | -11.9% | -7.8% | -12.8% |
| 3M | -37.4% | +10.7% | -48.1% | -41.3% |
| 6M | -42.3% | +22.1% | -64.4% | -50.6% |
| YTD | -49.5% | -24.8% | -24.7% | -37.5% |
| 1Y | -54.7% | -39.2% | -15.5% | -37.6% |
| All | -54.7% | -38.6% | -16.1% | -37.6% |
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