+151.4%
OKLO vs PWR
+580.0%
-428.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.5% |
| 7D | +6.8% | -11.2% | +18.1% | +16.6% |
| 30D | -27.7% | -17.4% | -10.3% | -17.5% |
| 3M | -43.6% | -11.7% | -31.9% | -39.2% |
| 6M | -65.4% | -21.7% | -43.7% | -59.5% |
| YTD | -65.0% | +38.3% | -103.3% | -71.7% |
| 1Y | -77.5% | +29.6% | -107.1% | -80.8% |
| 3Y | +143.6% | +236.1% | -92.6% | +73.2% |
| 5Y | +154.7% | +406.3% | -251.6% | +79.6% |
| All | +151.4% | +580.0% | -428.6% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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