+90.7%
IVV vs OKLO
+333.1%
-242.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.6% | -0.8% |
| 7D | +0.5% | +12.4% | -11.9% | -0.1% |
| 30D | -1.0% | -10.6% | +9.6% | -0.6% |
| 3M | +3.9% | -26.5% | +30.4% | +5.0% |
| 6M | +14.5% | -25.6% | +40.1% | +15.1% |
| YTD | +12.9% | -39.6% | +52.5% | +14.1% |
| 1Y | +19.4% | -38.8% | +58.1% | +19.6% |
| 3Y | +78.8% | +318.1% | -239.2% | +57.1% |
| 5Y | +82.2% | +339.7% | -257.5% | +57.6% |
| All | +90.7% | +333.1% | -242.4% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling