+310.9%
OKLO vs ICE
+40.8%
+270.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | +7.7% | -0.9% | +8.6% | +7.9% |
| 30D | -4.3% | +4.0% | -8.3% | -6.7% |
| 3M | -24.6% | +11.0% | -35.6% | -29.6% |
| 6M | -31.1% | -5.0% | -26.1% | -28.6% |
| YTD | -40.7% | -2.7% | -38.0% | -40.6% |
| 1Y | -42.4% | -8.6% | -33.8% | -39.2% |
| All | +310.9% | +40.8% | +270.1% | +246.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling