+270.7%
OKLO vs WYNN
-11.0%
+281.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.4% | -9.0% |
| 7D | -12.2% | -4.2% | -8.0% | -11.2% |
| 30D | -19.7% | -14.6% | -5.1% | -16.2% |
| 3M | -37.4% | -18.4% | -19.0% | -33.8% |
| 6M | -42.3% | -11.9% | -30.4% | -40.1% |
| YTD | -49.5% | -26.6% | -22.9% | -45.4% |
| 1Y | -54.7% | -28.5% | -26.2% | -50.8% |
| 3Y | +249.6% | -5.1% | +254.7% | +249.0% |
| All | +270.7% | -11.0% | +281.7% | +268.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling