+168.9%
OKLO vs IWD
+84.8%
+84.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.0% | +12.0% | +11.9% |
| 7D | +14.1% | +1.3% | +12.9% | +13.0% |
| 30D | -22.7% | +3.6% | -26.2% | -25.2% |
| 3M | -44.6% | +2.3% | -46.9% | -45.7% |
| 6M | -63.0% | +13.0% | -76.0% | -67.1% |
| YTD | -62.6% | +26.2% | -88.8% | -69.4% |
| 1Y | -76.2% | +30.5% | -106.6% | -81.0% |
| 3Y | +160.8% | +86.2% | +74.6% | +90.8% |
| 5Y | +172.5% | +72.9% | +99.6% | +99.9% |
| All | +168.9% | +84.8% | +84.1% | +95.3% |
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 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