+139.7%
OKLO vs W
-62.9%
+202.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +1.6% | +0.2% | +1.4% | +1.7% |
| 30D | -17.6% | +6.8% | -24.4% | -18.4% |
| 3M | -48.5% | +10.7% | -59.2% | -49.3% |
| 6M | -65.7% | +86.3% | -152.0% | -68.6% |
| YTD | -66.7% | +11.5% | -78.1% | -67.6% |
| 1Y | -76.5% | +5.1% | -81.6% | -77.1% |
| 3Y | +132.5% | +171.0% | -38.5% | +101.6% |
| 5Y | +142.8% | -56.6% | +199.5% | +109.9% |
| All | +139.7% | -62.9% | +202.5% | +107.9% |
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