+284.9%
OKLO vs ITW
+18.9%
+266.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.5% | -6.8% | -6.4% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | -15.2% | -9.5% | -5.6% | -13.2% |
| 3M | -26.2% | +6.6% | -32.8% | -28.4% |
| 6M | -35.0% | -1.8% | -33.3% | -35.6% |
| YTD | -44.4% | +9.0% | -53.4% | -46.3% |
| 1Y | -45.9% | +3.6% | -49.5% | -47.0% |
| All | +284.9% | +18.9% | +266.0% | +240.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling