+35.0%
IWM vs OKLO
+150.9%
-115.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.2% |
| 7D | +0.3% | +6.8% | -6.5% | -0.4% |
| 30D | +0.6% | -27.7% | +28.3% | +2.5% |
| 3M | -6.2% | -43.6% | +37.4% | -3.1% |
| 6M | -0.8% | -65.4% | +64.6% | +5.3% |
| YTD | +14.8% | -65.0% | +79.8% | +20.5% |
| 1Y | +16.1% | -77.5% | +93.6% | +24.6% |
| 3Y | +71.5% | +143.6% | -72.1% | +49.2% |
| 5Y | +25.8% | +154.7% | -129.0% | +7.9% |
| All | +35.0% | +150.9% | -115.9% | +16.9% |
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