-70.4%
OKLO vs IRE
-84.4%
+14.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.0% | -10.4% | -0.1% |
| 7D | +2.8% | +54.8% | -52.0% | -9.0% |
| 30D | -4.0% | +18.4% | -22.4% | -10.2% |
| 3M | -36.9% | -66.7% | +29.8% | -25.0% |
| 6M | -37.1% | -52.3% | +15.2% | -39.1% |
| YTD | -42.5% | -52.3% | +9.8% | -48.3% |
| All | -70.4% | -84.4% | +14.0% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling