+128.4%
OKLO vs IR
+27.4%
+101.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +1.4% | +21.3% | +21.6% |
| 7D | -6.7% | +3.7% | -10.4% | -8.9% |
| 30D | -36.0% | +7.4% | -43.5% | -39.3% |
| 3M | -44.2% | -5.9% | -38.3% | -41.9% |
| 6M | -70.4% | +5.6% | -76.0% | -72.1% |
| YTD | -67.2% | +4.8% | -72.0% | -68.9% |
| 1Y | -77.9% | +6.9% | -84.9% | -79.3% |
| 3Y | +128.4% | +27.6% | +100.9% | +137.4% |
| All | +128.4% | +27.4% | +101.0% | +137.4% |
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