+42.1%
IWM vs OKLO
+312.7%
-270.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | 0.0% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | -1.3% | -4.0% | +2.7% | -1.2% |
| 3M | +1.6% | -36.9% | +38.5% | +4.2% |
| 6M | +13.6% | -37.1% | +50.7% | +15.7% |
| YTD | +20.8% | -42.5% | +63.2% | +23.2% |
| 1Y | +26.4% | -40.7% | +67.1% | +27.6% |
| 3Y | +60.7% | +299.1% | -238.4% | +35.9% |
| 5Y | +38.2% | +317.3% | -279.1% | +14.5% |
| All | +42.1% | +312.7% | -270.6% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling