+334.0%
OKLO vs IEF
-8.2%
+342.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +12.4% | +0.1% | +12.3% | +12.4% |
| 30D | -10.6% | -0.7% | -9.8% | -10.4% |
| 3M | -26.5% | -0.4% | -26.1% | -26.4% |
| 6M | -25.6% | -2.5% | -23.2% | -25.6% |
| YTD | -39.6% | -1.6% | -38.1% | -39.5% |
| 1Y | -38.8% | -1.3% | -37.4% | -38.6% |
| 3Y | +318.1% | +10.1% | +308.0% | +315.8% |
| 5Y | +339.7% | -8.3% | +348.0% | +326.5% |
| All | +334.0% | -8.2% | +342.2% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling