+270.7%
OKLO vs IEFA
+50.2%
+220.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.0% | -10.2% | -10.3% |
| 7D | -12.2% | -1.6% | -10.7% | -10.8% |
| 30D | -19.7% | -1.5% | -18.2% | -18.3% |
| 3M | -37.4% | +3.4% | -40.8% | -39.0% |
| 6M | -42.3% | +9.5% | -51.8% | -45.5% |
| YTD | -49.5% | +13.0% | -62.6% | -53.3% |
| 1Y | -54.7% | +18.0% | -72.7% | -59.2% |
| 3Y | +249.6% | +65.4% | +184.3% | +177.5% |
| All | +270.7% | +50.2% | +220.5% | +193.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling