+56.5%
IBIT vs OKLO
+135.9%
-79.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.8% |
| 7D | -5.4% | +6.8% | -12.2% | -6.5% |
| 30D | -10.5% | -27.7% | +17.2% | -7.8% |
| 3M | +15.0% | -43.6% | +58.6% | +21.1% |
| 6M | -8.3% | -65.4% | +57.1% | +0.9% |
| YTD | -16.1% | -65.0% | +49.0% | -8.7% |
| 1Y | -30.8% | -77.5% | +46.7% | -22.2% |
| All | +56.5% | +135.9% | -79.4% | +32.0% |
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