+39.5%
IWM vs OKLO
+325.7%
-286.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | -1.1% | +7.7% | -8.9% | -1.7% |
| 30D | -3.1% | -4.3% | +1.2% | -3.0% |
| 3M | +2.2% | -24.6% | +26.8% | +3.7% |
| 6M | +15.1% | -31.1% | +46.2% | +16.6% |
| YTD | +18.6% | -40.7% | +59.2% | +20.7% |
| 1Y | +24.0% | -42.4% | +66.4% | +25.3% |
| 3Y | +63.7% | +310.9% | -247.2% | +38.2% |
| 5Y | +38.2% | +332.6% | -294.4% | +13.6% |
| All | +39.5% | +325.7% | -286.2% | +17.1% |
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