-68.9%
OKLO vs IRE
-82.8%
+13.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.2% | -5.3% | +2.2% |
| 7D | +12.4% | +58.9% | -46.5% | -1.1% |
| 30D | -10.6% | +17.2% | -27.7% | -16.3% |
| 3M | -26.5% | -58.6% | +32.1% | -17.1% |
| 6M | -25.6% | -23.5% | -2.2% | -36.0% |
| YTD | -39.6% | -47.4% | +7.8% | -47.1% |
| All | -68.9% | -82.8% | +13.9% | -68.0% |
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