-80.3%
OKLO vs IYR
+12.4%
-92.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -9.0% | -7.2% |
| 7D | -18.4% | +6.9% | -25.4% | -21.3% |
| 30D | -38.5% | +10.2% | -48.7% | -41.9% |
| 3M | -48.9% | -0.3% | -48.6% | -48.8% |
| 6M | -67.8% | +3.6% | -71.4% | -69.2% |
| YTD | -69.2% | +12.5% | -81.6% | -71.5% |
| 1Y | -80.3% | +12.4% | -92.7% | -81.8% |
| All | -80.3% | +12.4% | -92.7% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling