-21.9%
WDAY vs OKLO
+298.8%
-320.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.6% |
| 7D | -10.5% | +0.1% | -10.7% | -10.5% |
| 30D | +2.1% | -15.2% | +17.3% | +2.0% |
| 3M | +34.6% | -26.2% | +60.8% | +34.6% |
| 6M | +29.9% | -35.0% | +64.9% | +29.5% |
| YTD | -13.8% | -44.4% | +30.6% | -14.0% |
| 1Y | -18.3% | -45.9% | +27.7% | -18.4% |
| 3Y | -26.2% | +284.9% | -311.1% | -26.6% |
| 5Y | -30.8% | +305.3% | -336.1% | -33.3% |
| All | -21.9% | +298.8% | -320.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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