+46.2%
IBIT vs OKLO
+124.9%
-78.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.3% |
| 7D | -9.2% | +1.6% | -10.8% | -9.5% |
| 30D | -15.8% | -17.6% | +1.8% | -14.4% |
| 3M | +8.5% | -48.5% | +57.0% | +15.5% |
| 6M | -13.7% | -65.7% | +52.0% | -4.9% |
| YTD | -21.6% | -66.7% | +45.1% | -14.3% |
| 1Y | -30.0% | -76.5% | +46.5% | -21.4% |
| All | +46.2% | +124.9% | -78.7% | +24.0% |
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