+326.6%
OKLO vs INVH
-14.1%
+340.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +7.7% | -2.3% | +10.0% | +7.8% |
| 30D | -4.3% | -5.7% | +1.4% | -4.2% |
| 3M | -24.6% | -4.5% | -20.2% | -24.6% |
| 6M | -31.1% | +11.0% | -42.1% | -31.6% |
| YTD | -40.7% | +3.7% | -44.4% | -40.9% |
| 1Y | -42.4% | -2.8% | -39.6% | -42.3% |
| 3Y | +310.9% | -7.1% | +318.1% | +315.0% |
| 5Y | +332.6% | -19.4% | +352.1% | +336.9% |
| All | +326.6% | -14.1% | +340.7% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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