+313.5%
OKLO vs IRM
+234.2%
+79.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.8% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -4.0% | -8.1% | +4.1% | 0.0% |
| 3M | -36.9% | -9.7% | -27.2% | -33.7% |
| 6M | -37.1% | +10.0% | -47.1% | -39.5% |
| YTD | -42.5% | +43.0% | -85.5% | -50.8% |
| 1Y | -40.7% | +32.7% | -73.4% | -47.2% |
| 3Y | +299.1% | +102.7% | +196.4% | +257.1% |
| 5Y | +317.3% | +187.6% | +129.7% | +275.1% |
| All | +313.5% | +234.2% | +79.3% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling