+313.5%
OKLO vs IWF
+85.9%
+227.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.3% |
| 30D | -4.0% | -0.4% | -3.6% | -3.2% |
| 3M | -36.9% | -2.6% | -34.3% | -34.1% |
| 6M | -37.1% | +9.1% | -46.3% | -40.2% |
| YTD | -42.5% | +4.5% | -47.0% | -42.9% |
| 1Y | -40.7% | +10.1% | -50.8% | -42.5% |
| 3Y | +299.1% | +77.6% | +221.5% | +249.3% |
| 5Y | +317.3% | +73.7% | +243.6% | +268.0% |
| All | +313.5% | +85.9% | +227.6% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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