+38.9%
IGV vs OKLO
+310.9%
-272.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.5% | +7.7% | -9.3% | -2.1% |
| 30D | -3.0% | -4.3% | +1.3% | -2.9% |
| 3M | +9.6% | -24.6% | +34.2% | +11.2% |
| 6M | +16.1% | -31.1% | +47.2% | +17.4% |
| YTD | -3.6% | -40.7% | +37.0% | -2.0% |
| 1Y | -7.8% | -42.4% | +34.6% | -7.1% |
| All | +38.9% | +310.9% | -272.0% | +20.7% |
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