+313.5%
OKLO vs TW
+25.8%
+287.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +2.8% | -2.3% | +5.1% | +3.0% |
| 30D | -4.0% | +3.9% | -7.9% | -4.4% |
| 3M | -36.9% | +5.7% | -42.6% | -37.7% |
| 6M | -37.1% | -14.5% | -22.6% | -35.4% |
| YTD | -42.5% | -0.9% | -41.6% | -43.2% |
| 1Y | -40.7% | -13.5% | -27.2% | -39.2% |
| 3Y | +299.1% | +25.0% | +274.1% | +313.5% |
| 5Y | +317.3% | +22.7% | +294.6% | +335.0% |
| All | +313.5% | +25.8% | +287.8% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling