+334.0%
OKLO vs IWD
+79.2%
+254.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.8% |
| 7D | +12.4% | -0.2% | +12.6% | +12.5% |
| 30D | -10.6% | -0.8% | -9.8% | -9.9% |
| 3M | -26.5% | +8.0% | -34.6% | -32.2% |
| 6M | -25.6% | +18.2% | -43.8% | -36.0% |
| YTD | -39.6% | +22.3% | -62.0% | -49.2% |
| 1Y | -38.8% | +28.9% | -67.6% | -50.3% |
| 3Y | +318.1% | +71.5% | +246.5% | +215.0% |
| 5Y | +339.7% | +73.6% | +266.1% | +231.5% |
| All | +334.0% | +79.2% | +254.8% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling