+310.9%
OKLO vs IR
+5.7%
+305.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.3% |
| 7D | +7.7% | -1.9% | +9.6% | +9.1% |
| 30D | -4.3% | -15.0% | +10.7% | +7.0% |
| 3M | -24.6% | -0.4% | -24.2% | -26.0% |
| 6M | -31.1% | -15.0% | -16.0% | -23.8% |
| YTD | -40.7% | -7.1% | -33.6% | -38.5% |
| 1Y | -42.4% | -7.5% | -34.9% | -40.0% |
| All | +310.9% | +5.7% | +305.2% | +361.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling