+318.1%
OKLO vs W
+44.2%
+273.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +12.4% | +6.5% | +5.9% | +10.2% |
| 30D | -10.6% | -6.2% | -4.3% | -8.6% |
| 3M | -26.5% | +48.9% | -75.4% | -36.5% |
| 6M | -25.6% | +31.2% | -56.8% | -33.5% |
| YTD | -39.6% | -0.4% | -39.2% | -41.5% |
| 1Y | -38.8% | +14.8% | -53.6% | -44.2% |
| 3Y | +318.1% | +40.5% | +277.5% | +205.2% |
| All | +318.1% | +44.2% | +273.9% | +205.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling