+313.5%
OKLO vs IAU
+141.4%
+172.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.2% |
| 7D | +2.8% | -0.5% | +3.3% | +3.2% |
| 30D | -4.0% | +4.4% | -8.4% | -6.8% |
| 3M | -36.9% | -1.1% | -35.8% | -36.1% |
| 6M | -37.1% | -13.7% | -23.4% | -30.5% |
| YTD | -42.5% | +2.7% | -45.2% | -41.4% |
| 1Y | -40.7% | +24.6% | -65.3% | -43.6% |
| 3Y | +299.1% | +126.8% | +172.3% | +224.9% |
| 5Y | +317.3% | +139.5% | +177.8% | +240.9% |
| All | +313.5% | +141.4% | +172.2% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling