+326.6%
OKLO vs IR
+52.3%
+274.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.9% |
| 7D | +7.7% | -1.9% | +9.6% | +8.5% |
| 30D | -4.3% | -15.0% | +10.7% | +2.2% |
| 3M | -24.6% | -0.4% | -24.2% | -25.2% |
| 6M | -31.1% | -15.0% | -16.0% | -26.9% |
| YTD | -40.7% | -7.1% | -33.6% | -38.9% |
| 1Y | -42.4% | -7.5% | -34.9% | -40.5% |
| 3Y | +310.9% | +6.3% | +304.6% | +334.8% |
| 5Y | +332.6% | +37.3% | +295.3% | +357.9% |
| All | +326.6% | +52.3% | +274.3% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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