+159.1%
OKLO vs SWK
-32.2%
+191.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +16.9% | -2.3% | +19.2% | +17.8% |
| 30D | -19.7% | +30.4% | -50.1% | -25.3% |
| 3M | -45.0% | +12.1% | -57.1% | -46.8% |
| 6M | -66.9% | +49.1% | -116.0% | -70.1% |
| YTD | -64.0% | +60.4% | -124.4% | -68.0% |
| 1Y | -75.2% | +78.3% | -153.5% | -78.4% |
| 3Y | +151.1% | +53.3% | +97.8% | +120.5% |
| 5Y | +162.8% | -27.0% | +189.8% | +131.4% |
| All | +159.1% | -32.2% | +191.3% | +129.8% |
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