+313.5%
OKLO vs IYR
+12.5%
+301.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | +2.8% | -1.2% | +4.1% | +3.2% |
| 30D | -4.0% | -2.9% | -1.1% | -3.1% |
| 3M | -36.9% | +0.8% | -37.7% | -37.4% |
| 6M | -37.1% | +1.9% | -39.0% | -37.7% |
| YTD | -42.5% | +9.6% | -52.1% | -44.2% |
| 1Y | -40.7% | +8.1% | -48.8% | -42.4% |
| 3Y | +299.1% | +29.2% | +269.9% | +277.8% |
| 5Y | +317.3% | +4.3% | +313.0% | +296.9% |
| All | +313.5% | +12.5% | +301.1% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling