+132.5%
OKLO vs IWD
+85.1%
+47.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.7% |
| 7D | +1.6% | +2.3% | -0.7% | -3.1% |
| 30D | -17.6% | +3.6% | -21.2% | -23.8% |
| 3M | -48.5% | +2.2% | -50.7% | -50.9% |
| 6M | -65.7% | +13.0% | -78.6% | -74.0% |
| YTD | -66.7% | +26.5% | -93.2% | -79.7% |
| 1Y | -76.5% | +30.1% | -106.6% | -86.5% |
| 3Y | +132.5% | +84.9% | +47.6% | -2.7% |
| All | +132.5% | +85.1% | +47.3% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling