+128.4%
OKLO vs PWR
+221.1%
-92.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +6.3% | +16.4% | +15.9% |
| 7D | -6.7% | -12.9% | +6.1% | +7.4% |
| 30D | -36.0% | -22.8% | -13.2% | -16.5% |
| 3M | -44.2% | -19.0% | -25.2% | -32.5% |
| 6M | -70.4% | -31.1% | -39.3% | -57.1% |
| YTD | -67.2% | +28.3% | -95.4% | -78.3% |
| 1Y | -77.9% | +22.2% | -100.2% | -84.1% |
| 3Y | +128.4% | +222.2% | -93.8% | +10.3% |
| All | +128.4% | +221.1% | -92.6% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling