-80.3%
OKLO vs WYNN
-32.5%
-47.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.1% | -11.9% | -8.7% |
| 7D | -18.4% | +15.4% | -33.8% | -24.7% |
| 30D | -38.5% | +6.8% | -45.3% | -40.6% |
| 3M | -48.9% | -15.4% | -33.6% | -43.6% |
| 6M | -67.8% | -20.0% | -47.8% | -63.4% |
| YTD | -69.2% | -31.0% | -38.1% | -63.6% |
| 1Y | -80.3% | -31.5% | -48.8% | -78.1% |
| All | -80.3% | -32.5% | -47.8% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling