+132.5%
OKLO vs IBB
+86.1%
+46.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.7% |
| 7D | +1.6% | -0.5% | +2.1% | +2.7% |
| 30D | -17.6% | +4.6% | -22.2% | -20.4% |
| 3M | -48.5% | +6.8% | -55.3% | -51.5% |
| 6M | -65.7% | +23.1% | -88.8% | -72.4% |
| YTD | -66.7% | +26.0% | -92.7% | -73.5% |
| 1Y | -76.5% | +30.4% | -106.8% | -81.8% |
| 3Y | +132.5% | +85.4% | +47.0% | +52.4% |
| All | +132.5% | +86.1% | +46.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling