+168.9%
OKLO vs W
-61.2%
+230.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.6% | +9.4% | +13.3% |
| 7D | +14.1% | +3.3% | +10.8% | +13.5% |
| 30D | -22.7% | +10.5% | -33.2% | -23.8% |
| 3M | -44.6% | +9.6% | -54.2% | -45.3% |
| 6M | -63.0% | +76.4% | -139.4% | -66.0% |
| YTD | -62.6% | +16.4% | -79.0% | -63.9% |
| 1Y | -76.2% | +9.3% | -85.5% | -76.9% |
| 3Y | +160.8% | +172.8% | -12.0% | +124.6% |
| 5Y | +172.5% | -53.4% | +225.9% | +133.9% |
| All | +168.9% | -61.2% | +230.1% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling