+262.9%
OKLO vs TW
+20.1%
+242.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -9.1% |
| 7D | -12.2% | -4.5% | -7.8% | -11.9% |
| 30D | -19.7% | -2.3% | -17.5% | -19.6% |
| 3M | -37.4% | +2.6% | -40.0% | -38.1% |
| 6M | -42.3% | -17.5% | -24.7% | -40.6% |
| YTD | -49.5% | -5.3% | -44.2% | -50.0% |
| 1Y | -54.7% | -14.8% | -39.9% | -53.9% |
| 3Y | +249.6% | +18.8% | +230.8% | +263.7% |
| 5Y | +268.1% | +20.7% | +247.4% | +284.5% |
| All | +262.9% | +20.1% | +242.8% | +277.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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