+151.3%
OKLO vs IRM
+109.6%
+41.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +1.7% |
| 7D | +16.9% | -5.3% | +22.2% | +23.6% |
| 30D | -19.7% | -2.3% | -17.4% | -17.3% |
| 3M | -45.0% | -7.4% | -37.6% | -40.8% |
| 6M | -66.9% | -12.2% | -54.7% | -62.7% |
| YTD | -64.0% | +38.6% | -102.6% | -72.8% |
| 1Y | -75.2% | +14.9% | -90.1% | -78.0% |
| All | +151.3% | +109.6% | +41.7% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling