+262.9%
OKLO vs IYR
+10.9%
+252.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.4% |
| 7D | -12.2% | -1.4% | -10.9% | -11.9% |
| 30D | -19.7% | -2.7% | -17.1% | -19.0% |
| 3M | -37.4% | -2.1% | -35.3% | -37.2% |
| 6M | -42.3% | +3.6% | -45.9% | -43.1% |
| YTD | -49.5% | +8.1% | -57.7% | -50.8% |
| 1Y | -54.7% | +4.7% | -59.4% | -55.5% |
| 3Y | +249.6% | +29.1% | +220.5% | +232.3% |
| 5Y | +268.1% | +6.9% | +261.2% | +249.9% |
| All | +262.9% | +10.9% | +252.0% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling