-13.2%
WDAY vs OKLO
+130.2%
-143.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.0% |
| 7D | +1.8% | +1.6% | +0.3% | +1.9% |
| 30D | +4.1% | -17.6% | +21.7% | +4.0% |
| 3M | -4.8% | -48.5% | +43.7% | -5.2% |
| 6M | +68.6% | -65.7% | +134.3% | +68.0% |
| YTD | -8.5% | -66.7% | +58.1% | -9.0% |
| 1Y | -12.1% | -76.5% | +64.4% | -12.3% |
| 3Y | -13.2% | +132.5% | -145.6% | -12.7% |
| All | -13.2% | +130.2% | -143.4% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling