+262.9%
OKLO vs IJH
+52.1%
+210.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.9% |
| 7D | -12.2% | -1.9% | -10.4% | -10.7% |
| 30D | -19.7% | -4.6% | -15.1% | -15.9% |
| 3M | -37.4% | -1.2% | -36.2% | -36.3% |
| 6M | -42.3% | +9.4% | -51.7% | -45.3% |
| YTD | -49.5% | +13.3% | -62.9% | -53.0% |
| 1Y | -54.7% | +13.4% | -68.1% | -57.5% |
| 3Y | +249.6% | +50.4% | +199.2% | +208.9% |
| 5Y | +268.1% | +49.0% | +219.1% | +224.9% |
| All | +262.9% | +52.1% | +210.8% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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