+334.0%
OKLO vs ITW
+35.7%
+298.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.0% |
| 7D | +12.4% | -0.4% | +12.8% | +12.5% |
| 30D | -10.6% | -9.4% | -1.1% | -9.5% |
| 3M | -26.5% | +7.1% | -33.6% | -27.6% |
| 6M | -25.6% | -1.9% | -23.8% | -26.0% |
| YTD | -39.6% | +10.4% | -50.1% | -40.7% |
| 1Y | -38.8% | +3.3% | -42.1% | -39.3% |
| 3Y | +318.1% | +21.0% | +297.0% | +301.1% |
| 5Y | +339.7% | +36.3% | +303.4% | +322.1% |
| All | +334.0% | +35.7% | +298.3% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling