-40.7%
OKLO vs ITW
+5.8%
-46.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.6% |
| 7D | +2.8% | -3.6% | +6.4% | +2.8% |
| 30D | -4.0% | -9.1% | +5.1% | -4.0% |
| 3M | -36.9% | +8.2% | -45.1% | -38.5% |
| 6M | -37.1% | -4.8% | -32.4% | -40.9% |
| YTD | -42.5% | +11.0% | -53.5% | -40.9% |
| 1Y | -40.7% | +4.2% | -45.0% | -37.8% |
| All | -40.7% | +5.8% | -46.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling