+141.2%
WFC vs OKLO
+312.7%
-171.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.7% |
| 7D | +3.8% | +2.8% | +1.0% | +3.7% |
| 30D | +1.5% | -4.0% | +5.5% | +1.5% |
| 3M | +10.9% | -36.9% | +47.7% | +12.6% |
| 6M | +8.4% | -37.1% | +45.6% | +9.6% |
| YTD | -1.9% | -42.5% | +40.6% | -0.8% |
| 1Y | +12.3% | -40.7% | +53.1% | +12.6% |
| 3Y | +132.3% | +299.1% | -166.8% | +102.0% |
| 5Y | +130.1% | +317.3% | -187.2% | +94.0% |
| All | +141.2% | +312.7% | -171.5% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling