+262.9%
OKLO vs WYNN
-17.9%
+280.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| 3M | -37.4% | -18.4% | -19.0% | -34.0% |
| 6M | -42.3% | -11.9% | -30.4% | -40.2% |
| YTD | -49.5% | -26.6% | -22.9% | -45.5% |
| 1Y | -54.7% | -28.5% | -26.2% | -50.9% |
| 3Y | +249.6% | -5.1% | +254.7% | +249.2% |
| 5Y | +268.1% | -10.5% | +278.6% | +266.8% |
| All | +262.9% | -17.9% | +280.8% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling