+136.0%
OKLO vs SWK
-32.6%
+168.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.4% | +23.0% | +22.7% |
| 7D | -6.7% | +11.0% | -17.8% | -9.5% |
| 30D | -36.0% | +30.1% | -66.1% | -40.5% |
| 3M | -44.2% | +14.7% | -58.8% | -46.3% |
| 6M | -70.4% | +44.5% | -114.9% | -73.1% |
| YTD | -67.2% | +59.4% | -126.6% | -70.8% |
| 1Y | -77.9% | +77.5% | -155.5% | -80.8% |
| 3Y | +128.4% | +49.5% | +79.0% | +100.7% |
| 5Y | +139.1% | -24.9% | +164.0% | +111.0% |
| All | +136.0% | -32.6% | +168.6% | +109.5% |
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