+128.4%
OKLO vs SWKS
-0.7%
+129.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +1.2% | +21.4% | +22.1% |
| 7D | -6.7% | -6.2% | -0.6% | -3.8% |
| 30D | -36.0% | -1.5% | -34.6% | -35.4% |
| 3M | -44.2% | +23.0% | -67.1% | -50.0% |
| 6M | -70.4% | +27.6% | -98.0% | -73.9% |
| YTD | -67.2% | +32.3% | -99.5% | -72.4% |
| 1Y | -77.9% | +20.1% | -98.1% | -80.4% |
| 3Y | +128.4% | +0.6% | +127.8% | +112.3% |
| All | +128.4% | -0.7% | +129.1% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 3y: compounded portfolio wealth divided by compounded SWKS 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…
3y analysis · Full analysis span regression · 6 months rolling