-54.7%
OKLO vs IRM
+22.0%
-76.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.0% | -11.2% | -11.2% |
| 7D | -12.2% | -1.4% | -10.8% | -11.1% |
| 30D | -19.7% | -7.4% | -12.4% | -13.8% |
| 3M | -37.4% | -7.4% | -30.0% | -33.8% |
| 6M | -42.3% | +8.7% | -51.0% | -47.9% |
| YTD | -49.5% | +40.9% | -90.5% | -67.3% |
| 1Y | -54.7% | +20.5% | -75.2% | -66.7% |
| All | -54.7% | +22.0% | -76.7% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling