+145.0%
OKLO vs IWD
+84.9%
+60.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.0% |
| 7D | +27.3% | +1.7% | +25.7% | +25.4% |
| 30D | -23.1% | +3.2% | -26.3% | -25.3% |
| 3M | -45.8% | +2.3% | -48.1% | -46.9% |
| 6M | -66.8% | +12.9% | -79.7% | -70.4% |
| YTD | -65.9% | +26.2% | -92.2% | -72.2% |
| 1Y | -78.0% | +28.3% | -106.3% | -82.2% |
| 3Y | +137.4% | +84.4% | +53.0% | +73.7% |
| 5Y | +148.2% | +73.0% | +75.3% | +82.1% |
| All | +145.0% | +84.9% | +60.1% | +77.9% |
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