+332.6%
OKLO vs IRM
+190.5%
+142.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +7.7% | +3.0% | +4.7% | +6.1% |
| 30D | -4.3% | -5.2% | +0.9% | -1.8% |
| 3M | -24.6% | -8.0% | -16.6% | -21.7% |
| 6M | -31.1% | +9.2% | -40.3% | -33.5% |
| YTD | -40.7% | +41.0% | -81.7% | -49.0% |
| 1Y | -42.4% | +23.3% | -65.7% | -47.3% |
| 3Y | +310.9% | +102.8% | +208.1% | +270.3% |
| 5Y | +332.6% | +192.8% | +139.8% | +290.4% |
| All | +332.6% | +190.5% | +142.1% | +290.4% |
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