-26.3%
BA vs OKLO
+158.6%
-184.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -1.4% | +16.9% | -18.3% | -2.6% |
| 30D | -7.9% | -19.7% | +11.8% | -7.0% |
| 3M | -25.2% | -45.0% | +19.8% | -22.8% |
| 6M | -26.7% | -66.9% | +40.2% | -22.4% |
| YTD | -19.6% | -64.0% | +44.4% | -16.1% |
| 1Y | -10.6% | -75.2% | +64.6% | -5.2% |
| 3Y | -11.2% | +151.1% | -162.3% | -23.3% |
| 5Y | -20.4% | +162.8% | -183.2% | -34.2% |
| All | -26.3% | +158.6% | -184.9% | -37.9% |
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