-82.8%
OKLO vs IRE
-98.1%
+15.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.4% | +12.2% | +1.7% |
| 7D | +1.6% | -31.8% | +33.4% | +11.8% |
| 30D | -17.6% | -71.8% | +54.1% | +7.8% |
| 3M | -48.5% | -88.9% | +40.4% | -16.8% |
| 6M | -65.7% | -95.4% | +29.7% | -39.1% |
| YTD | -66.7% | -94.2% | +27.6% | -51.8% |
| 1Y | -76.5% | -97.1% | +20.6% | -62.2% |
| All | -82.8% | -98.1% | +15.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling