+878.9%
WULF vs OKLO
+249.6%
+629.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.2% | +12.9% | +6.4% |
| 7D | +1.4% | -12.2% | +13.6% | +5.2% |
| 30D | -2.6% | -19.7% | +17.1% | +3.4% |
| 3M | -34.0% | -37.4% | +3.4% | -25.0% |
| 6M | +10.0% | -42.3% | +52.3% | +26.5% |
| YTD | +45.7% | -49.5% | +95.2% | +73.4% |
| 1Y | +57.3% | -54.7% | +112.0% | +86.5% |
| 3Y | +878.9% | +249.6% | +629.3% | +591.1% |
| All | +878.9% | +249.6% | +629.3% | +591.1% |
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