-80.3%
OKLO vs ICE
+21.0%
-101.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.3% | -8.2% | -5.7% |
| 7D | -18.4% | +12.2% | -30.6% | -18.3% |
| 30D | -38.5% | +15.0% | -53.5% | -38.5% |
| 3M | -48.9% | +17.6% | -66.6% | -49.5% |
| 6M | -67.8% | +12.6% | -80.4% | -67.3% |
| YTD | -69.2% | +9.1% | -78.3% | -70.9% |
| 1Y | -80.3% | +20.6% | -100.9% | -83.4% |
| All | -80.3% | +21.0% | -101.3% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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