+326.6%
OKLO vs IEFA
+58.1%
+268.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.6% |
| 7D | +7.7% | -0.5% | +8.2% | +8.2% |
| 30D | -4.3% | -1.1% | -3.2% | -2.9% |
| 3M | -24.6% | +5.1% | -29.7% | -27.5% |
| 6M | -31.1% | +9.3% | -40.4% | -34.7% |
| YTD | -40.7% | +13.0% | -53.6% | -45.0% |
| 1Y | -42.4% | +19.2% | -61.6% | -48.4% |
| 3Y | +310.9% | +67.0% | +243.9% | +227.5% |
| 5Y | +332.6% | +51.1% | +281.5% | +247.8% |
| All | +326.6% | +58.1% | +268.4% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling