+318.1%
OKLO vs IRM
+101.2%
+216.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.5% |
| 7D | +12.4% | +1.6% | +10.8% | +10.8% |
| 30D | -10.6% | -4.2% | -6.4% | -7.7% |
| 3M | -26.5% | -5.4% | -21.2% | -24.0% |
| 6M | -25.6% | +12.0% | -37.7% | -32.2% |
| YTD | -39.6% | +42.0% | -81.7% | -55.1% |
| 1Y | -38.8% | +29.9% | -68.6% | -50.6% |
| 3Y | +318.1% | +104.4% | +213.7% | +224.8% |
| All | +318.1% | +101.2% | +216.8% | +224.8% |
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