+313.5%
OKLO vs IAG
+591.9%
-278.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.1% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -4.0% | +28.9% | -32.9% | -9.6% |
| 3M | -36.9% | +19.1% | -56.0% | -39.5% |
| 6M | -37.1% | -10.3% | -26.9% | -36.4% |
| YTD | -42.5% | +24.2% | -66.7% | -45.0% |
| 1Y | -40.7% | +116.5% | -157.2% | -47.4% |
| 3Y | +299.1% | +742.8% | -443.7% | +232.0% |
| 5Y | +317.3% | +753.3% | -436.0% | +246.8% |
| All | +313.5% | +591.9% | -278.4% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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