+145.0%
OKLO vs OWL
-2.6%
+147.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.1% | -3.4% |
| 7D | +27.3% | +0.8% | +26.5% | +27.1% |
| 30D | -23.1% | +7.3% | -30.4% | -25.6% |
| 3M | -45.8% | -16.8% | -29.0% | -41.2% |
| 6M | -66.8% | +4.0% | -70.8% | -67.3% |
| YTD | -65.9% | -29.0% | -36.9% | -60.8% |
| 1Y | -78.0% | -29.7% | -48.3% | -74.5% |
| 3Y | +137.4% | -13.5% | +150.9% | +207.2% |
| 5Y | +148.2% | -21.5% | +169.7% | +219.4% |
| All | +145.0% | -2.6% | +147.6% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling