+270.7%
OKLO vs ITW
+36.9%
+233.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.3% |
| 7D | -12.2% | -0.7% | -11.5% | -12.2% |
| 30D | -19.7% | -8.3% | -11.4% | -18.9% |
| 3M | -37.4% | +6.0% | -43.4% | -38.3% |
| 6M | -42.3% | 0.0% | -42.3% | -42.7% |
| YTD | -49.5% | +10.2% | -59.8% | -50.4% |
| 1Y | -54.7% | +3.2% | -57.9% | -55.1% |
| 3Y | +249.6% | +21.0% | +228.6% | +235.3% |
| All | +270.7% | +36.9% | +233.8% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling