+139.7%
OKLO vs PWR
+602.0%
-462.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | +1.6% | +11.3% | -9.7% | -5.5% |
| 30D | -17.6% | -8.9% | -8.8% | -12.4% |
| 3M | -48.5% | -10.5% | -38.0% | -45.0% |
| 6M | -65.7% | -22.2% | -43.5% | -59.7% |
| YTD | -66.7% | +42.7% | -109.4% | -73.7% |
| 1Y | -76.5% | +41.1% | -117.6% | -81.0% |
| 3Y | +132.5% | +242.7% | -110.3% | +61.6% |
| 5Y | +142.8% | +418.5% | -275.7% | +67.5% |
| All | +139.7% | +602.0% | -462.3% | +61.2% |
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