+162.8%
OKLO vs IRM
+186.8%
-24.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.2% |
| 7D | +16.9% | -5.3% | +22.2% | +21.2% |
| 30D | -19.7% | -2.3% | -17.4% | -18.0% |
| 3M | -45.0% | -7.4% | -37.6% | -42.3% |
| 6M | -66.9% | -12.2% | -54.7% | -64.2% |
| YTD | -64.0% | +38.6% | -102.6% | -68.6% |
| 1Y | -75.2% | +14.9% | -90.1% | -76.5% |
| 3Y | +151.1% | +108.2% | +42.9% | +129.2% |
| 5Y | +162.8% | +183.8% | -21.0% | +139.1% |
| All | +162.8% | +186.8% | -24.0% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling