+326.6%
OKLO vs IFF
-34.4%
+360.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +7.7% | -3.0% | +10.7% | +8.4% |
| 30D | -4.3% | -0.9% | -3.4% | -4.1% |
| 3M | -24.6% | +11.8% | -36.5% | -26.5% |
| 6M | -31.1% | +16.5% | -47.6% | -33.3% |
| YTD | -40.7% | +26.5% | -67.2% | -43.4% |
| 1Y | -42.4% | +32.7% | -75.2% | -45.6% |
| 3Y | +310.9% | +32.0% | +278.9% | +300.1% |
| 5Y | +332.6% | -36.1% | +368.7% | +327.4% |
| All | +326.6% | -34.4% | +360.9% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling