-80.3%
OKLO vs WOLF
-3.0%
-77.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.4% |
| 7D | -18.4% | -14.5% | -4.0% | -14.4% |
| 30D | -38.5% | -32.0% | -6.5% | -31.0% |
| 3M | -48.9% | -15.8% | -33.2% | -47.7% |
| 6M | -67.8% | -36.6% | -31.2% | -65.9% |
| YTD | -69.2% | +30.9% | -100.1% | -75.3% |
| 1Y | -80.3% | +4.1% | -84.4% | -82.8% |
| All | -80.3% | -3.0% | -77.3% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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