+310.9%
OKLO vs IYR
+29.2%
+281.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.0% |
| 7D | +7.7% | -0.9% | +8.6% | +8.3% |
| 30D | -4.3% | -2.4% | -2.0% | -2.8% |
| 3M | -24.6% | -2.0% | -22.6% | -24.3% |
| 6M | -31.1% | +2.5% | -33.6% | -32.8% |
| YTD | -40.7% | +8.3% | -49.0% | -44.2% |
| 1Y | -42.4% | +6.5% | -48.9% | -45.4% |
| All | +310.9% | +29.2% | +281.7% | +256.2% |
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