+139.7%
OKLO vs IR
+76.0%
+63.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | +1.6% | +2.5% | -0.9% | +0.7% |
| 30D | -17.6% | +9.2% | -26.8% | -20.5% |
| 3M | -48.5% | +0.9% | -49.5% | -48.7% |
| 6M | -65.7% | +19.2% | -84.9% | -68.3% |
| YTD | -66.7% | +7.5% | -74.1% | -67.6% |
| 1Y | -76.5% | +11.7% | -88.2% | -77.4% |
| 3Y | +132.5% | +23.9% | +108.5% | +131.9% |
| 5Y | +142.8% | +46.4% | +96.5% | +142.2% |
| All | +139.7% | +76.0% | +63.6% | +136.8% |
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