+262.9%
OKLO vs W
-67.3%
+330.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.3% |
| 7D | -12.2% | -0.9% | -11.4% | -12.1% |
| 30D | -19.7% | -4.2% | -15.5% | -19.2% |
| 3M | -37.4% | +26.9% | -64.3% | -39.8% |
| 6M | -42.3% | +31.2% | -73.5% | -44.9% |
| YTD | -49.5% | -1.8% | -47.7% | -50.1% |
| 1Y | -54.7% | +9.3% | -64.0% | -56.0% |
| 3Y | +249.6% | +33.2% | +216.4% | +208.9% |
| 5Y | +268.1% | -62.4% | +330.5% | +224.7% |
| All | +262.9% | -67.3% | +330.2% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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