+249.6%
OKLO vs IFF
+29.0%
+220.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.0% |
| 7D | -12.2% | -3.2% | -9.1% | -11.1% |
| 30D | -19.7% | -0.3% | -19.5% | -19.6% |
| 3M | -37.4% | +8.4% | -45.8% | -39.7% |
| 6M | -42.3% | +23.0% | -65.3% | -46.7% |
| YTD | -49.5% | +25.5% | -75.0% | -54.1% |
| 1Y | -54.7% | +29.1% | -83.8% | -59.6% |
| 3Y | +249.6% | +31.7% | +218.0% | +236.1% |
| All | +249.6% | +29.0% | +220.6% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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