+262.9%
OKLO vs IBKR
+496.3%
-233.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.2% | -11.4% | -10.7% |
| 7D | -12.2% | -1.3% | -10.9% | -11.6% |
| 30D | -19.7% | -0.2% | -19.5% | -19.7% |
| 3M | -37.4% | +3.0% | -40.4% | -38.6% |
| 6M | -42.3% | +33.9% | -76.1% | -51.8% |
| YTD | -49.5% | +42.5% | -92.0% | -58.8% |
| 1Y | -54.7% | +44.9% | -99.6% | -62.7% |
| 3Y | +249.6% | +293.0% | -43.4% | +149.9% |
| 5Y | +268.1% | +497.7% | -229.6% | +161.8% |
| All | +262.9% | +496.3% | -233.4% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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