-83.1%
OKLO vs IRE
-97.2%
+14.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +39.6% | -16.9% | +11.9% |
| 7D | -6.7% | -27.2% | +20.4% | -1.8% |
| 30D | -36.0% | -75.1% | +39.1% | -13.6% |
| 3M | -44.2% | -77.9% | +33.7% | -24.8% |
| 6M | -70.4% | -94.6% | +24.2% | -49.9% |
| YTD | -67.2% | -91.5% | +24.4% | -56.9% |
| 1Y | -77.9% | -97.8% | +19.9% | -62.4% |
| All | -83.1% | -97.2% | +14.1% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling