+313.5%
OKLO vs W
-67.0%
+380.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.2% |
| 7D | +2.8% | -4.2% | +7.0% | +3.5% |
| 30D | -4.0% | -7.6% | +3.6% | -2.8% |
| 3M | -36.9% | +37.2% | -74.1% | -39.9% |
| 6M | -37.1% | +26.3% | -63.5% | -39.7% |
| YTD | -42.5% | -1.0% | -41.5% | -43.2% |
| 1Y | -40.7% | +20.1% | -60.8% | -43.1% |
| 3Y | +299.1% | +37.8% | +261.3% | +252.1% |
| 5Y | +317.3% | -63.7% | +380.9% | +267.8% |
| All | +313.5% | -67.0% | +380.5% | +265.0% |
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