-40.7%
OKLO vs IEF
-0.2%
-40.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | +2.8% | -0.3% | +3.1% | +3.9% |
| 30D | -4.0% | -0.8% | -3.2% | -0.8% |
| 3M | -36.9% | -1.0% | -35.9% | -34.3% |
| 6M | -37.1% | -2.8% | -34.4% | -36.7% |
| YTD | -42.5% | -1.5% | -41.0% | -39.8% |
| 1Y | -40.7% | -0.4% | -40.3% | -38.7% |
| All | -40.7% | -0.2% | -40.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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