+92.4%
OKLO vs SW
-5.5%
+97.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -1.5% | -11.7% | -13.0% |
| 7D | -28.4% | +4.7% | -33.0% | -28.9% |
| 30D | -50.2% | +5.0% | -55.2% | -50.6% |
| 3M | -55.3% | -7.3% | -48.0% | -54.8% |
| 6M | -71.9% | +15.0% | -86.9% | -72.4% |
| YTD | -73.2% | +18.5% | -91.8% | -73.9% |
| 1Y | -84.2% | +27.1% | -111.3% | -84.7% |
| 3Y | +86.4% | +49.3% | +37.1% | +83.3% |
| 5Y | +94.9% | -1.6% | +96.6% | +90.9% |
| All | +92.4% | -5.5% | +97.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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