-54.7%
OKLO vs TW
-14.2%
-40.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -9.9% |
| 7D | -12.2% | -4.5% | -7.8% | -15.0% |
| 30D | -19.7% | -2.3% | -17.5% | -20.9% |
| 3M | -37.4% | +2.6% | -40.0% | -36.0% |
| 6M | -42.3% | -17.5% | -24.7% | -45.9% |
| YTD | -49.5% | -5.3% | -44.2% | -48.5% |
| 1Y | -54.7% | -14.8% | -39.9% | -58.8% |
| All | -54.7% | -14.2% | -40.5% | -58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling