+136.0%
OKLO vs IWD
+81.2%
+54.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.4% | +23.0% | +23.0% |
| 7D | -6.7% | -0.5% | -6.3% | -6.2% |
| 30D | -36.0% | +2.7% | -38.7% | -37.7% |
| 3M | -44.2% | +0.9% | -45.1% | -44.6% |
| 6M | -70.4% | +10.5% | -81.0% | -73.1% |
| YTD | -67.2% | +23.7% | -90.9% | -72.7% |
| 1Y | -77.9% | +28.7% | -106.7% | -82.2% |
| 3Y | +128.4% | +79.7% | +48.7% | +70.3% |
| 5Y | +139.1% | +69.7% | +69.4% | +78.7% |
| All | +136.0% | +81.2% | +54.8% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling