+83.3%
IEMG vs OKLO
+249.6%
-166.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.2% | +10.4% | +1.7% |
| 7D | -1.3% | -12.2% | +10.9% | -0.6% |
| 30D | +1.9% | -19.7% | +21.7% | +3.1% |
| 3M | +1.4% | -37.4% | +38.8% | +3.7% |
| 6M | +15.2% | -42.3% | +57.5% | +17.7% |
| YTD | +23.8% | -49.5% | +73.3% | +26.8% |
| 1Y | +30.7% | -54.7% | +85.4% | +33.4% |
| 3Y | +83.3% | +249.6% | -166.3% | +62.3% |
| All | +83.3% | +249.6% | -166.3% | +62.3% |
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