+113.2%
WDC vs OKLO
-81.5%
+194.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.8% | -0.9% | -4.6% |
| 7D | -18.3% | -18.4% | +0.1% | -11.6% |
| 30D | -26.7% | -38.5% | +11.8% | -12.6% |
| 3M | -40.9% | -48.9% | +8.0% | -26.3% |
| 6M | -26.8% | -67.8% | +41.0% | +6.8% |
| YTD | +88.2% | -69.2% | +157.4% | +171.3% |
| 1Y | +113.2% | -80.3% | +193.5% | +233.7% |
| All | +113.2% | -81.5% | +194.6% | +233.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling