+160.8%
OKLO vs W
+151.3%
+9.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.6% | +9.4% | +12.4% |
| 7D | +14.1% | +3.3% | +10.8% | +12.7% |
| 30D | -22.7% | +10.5% | -33.2% | -25.3% |
| 3M | -44.6% | +9.6% | -54.2% | -46.4% |
| 6M | -63.0% | +76.4% | -139.4% | -70.1% |
| YTD | -62.6% | +16.4% | -79.0% | -65.8% |
| 1Y | -76.2% | +9.3% | -85.5% | -77.9% |
| 3Y | +160.8% | +172.8% | -12.0% | +78.9% |
| All | +160.8% | +151.3% | +9.5% | +78.9% |
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 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