+132.5%
OKLO vs IYR
+41.7%
+90.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | -17.6% | +6.6% | -24.2% | -21.5% |
| 3M | -48.5% | -1.8% | -46.7% | -47.8% |
| 6M | -65.7% | +1.4% | -67.1% | -66.5% |
| YTD | -66.7% | +10.5% | -77.2% | -69.3% |
| 1Y | -76.5% | +10.6% | -87.1% | -78.4% |
| 3Y | +132.5% | +41.8% | +90.6% | +91.8% |
| All | +132.5% | +41.7% | +90.8% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling