+3.9%
WFC vs OKLO
-78.1%
+82.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +2.5% | +1.6% | +0.9% | +2.4% |
| 30D | +7.0% | -17.6% | +24.6% | +7.7% |
| 3M | -1.8% | -48.5% | +46.7% | +1.0% |
| 6M | +18.4% | -65.7% | +84.1% | +23.8% |
| YTD | -5.6% | -66.7% | +61.1% | -3.1% |
| 1Y | +3.9% | -76.5% | +80.3% | +9.4% |
| All | +3.9% | -78.1% | +82.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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