+130.7%
WFC vs OKLO
+319.3%
-188.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.2% | -2.4% |
| 7D | +1.1% | +12.4% | -11.3% | +0.6% |
| 30D | +0.8% | -10.6% | +11.4% | +1.2% |
| 3M | +9.3% | -26.5% | +35.8% | +10.3% |
| 6M | +10.6% | -25.6% | +36.3% | +11.0% |
| YTD | -4.1% | -39.6% | +35.6% | -3.2% |
| 1Y | +13.6% | -38.8% | +52.3% | +13.7% |
| 3Y | +130.7% | +318.1% | -187.3% | +108.7% |
| All | +130.7% | +319.3% | -188.5% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling