+159.1%
OKLO vs W
-62.0%
+221.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | +16.9% | -7.4% | +24.3% | +18.5% |
| 30D | -19.7% | +7.8% | -27.5% | -20.6% |
| 3M | -45.0% | +10.9% | -55.9% | -45.8% |
| 6M | -66.9% | +86.4% | -153.3% | -69.8% |
| YTD | -64.0% | +14.0% | -77.9% | -65.1% |
| 1Y | -75.2% | +3.5% | -78.7% | -75.8% |
| 3Y | +151.1% | +164.8% | -13.7% | +117.0% |
| 5Y | +162.8% | -53.1% | +215.9% | +126.5% |
| All | +159.1% | -62.0% | +221.1% | +124.0% |
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