-81.5%
OKLO vs IRE
-97.5%
+16.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.1% | -9.1% | -0.2% |
| 7D | +16.9% | -15.1% | +32.0% | +19.7% |
| 30D | -19.7% | -71.4% | +51.6% | +4.3% |
| 3M | -45.0% | -81.2% | +36.2% | -23.1% |
| 6M | -66.9% | -93.7% | +26.8% | -45.6% |
| YTD | -64.0% | -92.2% | +28.3% | -51.8% |
| 1Y | -75.2% | -97.3% | +22.1% | -60.0% |
| All | -81.5% | -97.5% | +16.0% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling