+75.4%
IVV vs OKLO
+128.2%
-52.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +22.7% | -22.3% | -0.8% |
| 7D | -2.7% | -6.7% | +4.0% | -2.5% |
| 30D | -5.4% | -36.0% | +30.7% | -3.6% |
| 3M | -4.1% | -44.2% | +40.1% | -1.8% |
| 6M | +0.7% | -70.4% | +71.2% | +5.7% |
| YTD | +8.7% | -67.2% | +75.9% | +12.7% |
| 1Y | +11.0% | -77.9% | +88.9% | +16.6% |
| 3Y | +75.4% | +128.4% | -53.0% | +59.0% |
| All | +75.4% | +128.2% | -52.8% | +59.0% |
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