-22.1%
WULF vs OKLO
-81.5%
+59.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.8% | -0.8% | -3.2% |
| 7D | -12.8% | -18.4% | +5.6% | -1.5% |
| 30D | -20.9% | -38.5% | +17.6% | +5.2% |
| 3M | -38.0% | -48.9% | +10.9% | -10.9% |
| 6M | -47.5% | -67.8% | +20.2% | -3.9% |
| YTD | +1.8% | -69.2% | +71.0% | +78.4% |
| 1Y | -22.1% | -80.3% | +58.2% | +69.6% |
| All | -22.1% | -81.5% | +59.4% | +69.6% |
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