+262.9%
OKLO vs WY
-20.1%
+283.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.3% | -9.5% | -9.2% |
| 7D | -12.2% | -4.2% | -8.1% | -11.9% |
| 30D | -19.7% | -10.1% | -9.7% | -18.9% |
| 3M | -37.4% | -8.5% | -28.9% | -36.9% |
| 6M | -42.3% | -3.3% | -38.9% | -42.1% |
| YTD | -49.5% | -4.4% | -45.1% | -49.3% |
| 1Y | -54.7% | -11.5% | -43.2% | -54.1% |
| 3Y | +249.6% | -24.3% | +273.9% | +257.0% |
| 5Y | +268.1% | -21.3% | +289.4% | +274.7% |
| All | +262.9% | -20.1% | +283.0% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling