+139.7%
OKLO vs SWK
-33.6%
+173.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +1.6% | -1.4% | +2.9% | +2.0% |
| 30D | -17.6% | +25.5% | -43.1% | -22.6% |
| 3M | -48.5% | +11.8% | -60.3% | -50.1% |
| 6M | -65.7% | +48.7% | -114.4% | -69.0% |
| YTD | -66.7% | +57.2% | -123.9% | -70.2% |
| 1Y | -76.5% | +75.3% | -151.7% | -79.4% |
| 3Y | +132.5% | +51.9% | +80.5% | +105.2% |
| 5Y | +142.8% | -30.7% | +173.6% | +114.8% |
| All | +139.7% | -33.6% | +173.2% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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