-82.0%
OKLO vs IRE
-97.7%
+15.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -15.8% | +9.3% | -2.2% |
| 7D | +6.8% | -41.9% | +48.7% | +20.2% |
| 30D | -27.7% | -75.1% | +47.4% | -2.3% |
| 3M | -43.6% | -82.4% | +38.8% | -19.5% |
| 6M | -65.4% | -95.5% | +30.1% | -38.2% |
| YTD | -65.0% | -93.1% | +28.0% | -51.7% |
| 1Y | -77.5% | -97.8% | +20.3% | -61.6% |
| All | -82.0% | -97.7% | +15.7% | -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