+313.5%
OKLO vs OWL
+14.8%
+298.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.3% | +3.9% |
| 7D | +2.8% | -2.2% | +5.1% | +3.9% |
| 30D | -4.0% | +3.7% | -7.7% | -5.3% |
| 3M | -36.9% | +17.5% | -54.4% | -41.2% |
| 6M | -37.1% | +18.5% | -55.7% | -42.1% |
| YTD | -42.5% | -16.3% | -26.2% | -38.4% |
| 1Y | -40.7% | -29.7% | -11.0% | -32.0% |
| 3Y | +299.1% | +14.2% | +285.0% | +380.6% |
| 5Y | +317.3% | +2.5% | +314.8% | +400.6% |
| All | +313.5% | +14.8% | +298.7% | +399.0% |
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