+92.4%
OKLO vs SWK
-32.4%
+124.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.6% | -10.6% | -12.6% |
| 7D | -28.4% | +11.3% | -39.6% | -30.5% |
| 30D | -50.2% | +28.1% | -78.3% | -53.5% |
| 3M | -55.3% | +12.6% | -67.9% | -56.8% |
| 6M | -71.9% | +51.7% | -123.6% | -74.7% |
| YTD | -73.2% | +60.0% | -133.2% | -76.2% |
| 1Y | -84.2% | +72.7% | -156.8% | -86.1% |
| 3Y | +86.4% | +46.3% | +40.1% | +63.7% |
| 5Y | +94.9% | -24.6% | +119.5% | +71.9% |
| All | +92.4% | -32.4% | +124.8% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling