-26.4%
BA vs OKLO
+141.6%
-168.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | -1.1% | +1.6% | -2.7% | -1.3% |
| 30D | -7.1% | -17.6% | +10.5% | -6.4% |
| 3M | -25.5% | -48.5% | +23.0% | -22.9% |
| 6M | -28.7% | -65.7% | +36.9% | -24.7% |
| YTD | -21.0% | -66.7% | +45.7% | -17.2% |
| 1Y | -11.9% | -76.5% | +64.6% | -6.2% |
| 3Y | -16.2% | +132.5% | -148.6% | -28.7% |
| All | -26.4% | +141.6% | -168.0% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling