+249.6%
OKLO vs IJR
+52.1%
+197.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.7% | -10.0% |
| 7D | -12.2% | -2.2% | -10.1% | -9.3% |
| 30D | -19.7% | -4.6% | -15.1% | -13.6% |
| 3M | -37.4% | +0.2% | -37.6% | -37.2% |
| 6M | -42.3% | +14.7% | -57.0% | -51.1% |
| YTD | -49.5% | +18.9% | -68.4% | -58.9% |
| 1Y | -54.7% | +19.9% | -74.6% | -63.3% |
| 3Y | +249.6% | +53.0% | +196.6% | +151.5% |
| All | +249.6% | +52.1% | +197.6% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling