-27.2%
BA vs OKLO
+168.4%
-195.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -1.4% |
| 7D | -1.7% | +14.1% | -15.8% | -2.8% |
| 30D | -9.5% | -22.7% | +13.2% | -8.3% |
| 3M | -26.5% | -44.6% | +18.1% | -24.2% |
| 6M | -27.4% | -63.0% | +35.6% | -23.6% |
| YTD | -20.6% | -62.6% | +42.0% | -17.3% |
| 1Y | -11.4% | -76.2% | +64.8% | -5.9% |
| 3Y | -10.8% | +160.8% | -171.7% | -23.2% |
| 5Y | -21.9% | +172.5% | -194.4% | -35.6% |
| All | -27.2% | +168.4% | -195.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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