+136.0%
OKLO vs IBB
+36.4%
+99.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +1.7% | +20.9% | +21.7% |
| 7D | -6.7% | -1.8% | -4.9% | -5.4% |
| 30D | -36.0% | +5.1% | -41.1% | -37.4% |
| 3M | -44.2% | +10.7% | -54.9% | -46.8% |
| 6M | -70.4% | +22.9% | -93.3% | -73.3% |
| YTD | -67.2% | +26.7% | -93.9% | -70.6% |
| 1Y | -77.9% | +35.1% | -113.1% | -80.7% |
| 3Y | +128.4% | +80.2% | +48.2% | +89.1% |
| 5Y | +139.1% | +37.8% | +101.2% | +97.8% |
| All | +136.0% | +36.4% | +99.5% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling