-2.4%
WULF vs OKLO
+325.7%
-328.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.6% |
| 7D | +15.6% | +7.7% | +7.9% | +13.2% |
| 30D | +5.7% | -4.3% | +10.1% | +6.9% |
| 3M | -32.3% | -24.6% | -7.7% | -26.8% |
| 6M | +23.7% | -31.1% | +54.8% | +35.5% |
| YTD | +49.1% | -40.7% | +89.8% | +69.8% |
| 1Y | +66.3% | -42.4% | +108.8% | +84.9% |
| 3Y | +851.7% | +310.9% | +540.8% | +624.7% |
| 5Y | -30.9% | +332.6% | -363.5% | -47.6% |
| All | -2.4% | +325.7% | -328.1% | -26.1% |
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 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