+284.9%
OKLO vs IEFA
+64.1%
+220.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -4.4% |
| 7D | +0.1% | -2.4% | +2.5% | +5.5% |
| 30D | -15.2% | -2.1% | -13.1% | -10.8% |
| 3M | -26.2% | +5.5% | -31.7% | -32.6% |
| 6M | -35.0% | +8.1% | -43.2% | -41.3% |
| YTD | -44.4% | +11.9% | -56.3% | -52.7% |
| 1Y | -45.9% | +18.1% | -64.0% | -57.7% |
| All | +284.9% | +64.1% | +220.9% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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