+145.0%
OKLO vs IAU
+110.7%
+34.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -3.3% |
| 7D | +27.3% | -5.5% | +32.8% | +33.1% |
| 30D | -23.1% | -7.0% | -16.1% | -18.7% |
| 3M | -45.8% | -12.3% | -33.5% | -40.1% |
| 6M | -66.8% | -17.9% | -48.8% | -61.4% |
| YTD | -65.9% | -10.3% | -55.6% | -61.5% |
| 1Y | -78.0% | -7.9% | -70.1% | -75.5% |
| 3Y | +137.4% | +98.7% | +38.7% | +114.3% |
| 5Y | +148.2% | +105.0% | +43.2% | +124.1% |
| All | +145.0% | +110.7% | +34.3% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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