+262.9%
OKLO vs IJR
+42.3%
+220.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.7% | -9.6% |
| 7D | -12.2% | -2.2% | -10.1% | -10.7% |
| 30D | -19.7% | -4.6% | -15.1% | -16.5% |
| 3M | -37.4% | +0.2% | -37.6% | -37.2% |
| 6M | -42.3% | +14.7% | -57.0% | -46.9% |
| YTD | -49.5% | +18.9% | -68.4% | -54.3% |
| 1Y | -54.7% | +19.9% | -74.6% | -59.1% |
| 3Y | +249.6% | +53.0% | +196.6% | +199.6% |
| 5Y | +268.1% | +40.9% | +227.2% | +215.4% |
| All | +262.9% | +42.3% | +220.6% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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