-26.8%
BA vs OKLO
+135.5%
-162.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.7% | -22.1% | -0.9% |
| 7D | +1.1% | -6.7% | +7.8% | +1.3% |
| 30D | -7.9% | -36.0% | +28.1% | -5.6% |
| 3M | -25.3% | -44.2% | +18.9% | -23.1% |
| 6M | -24.6% | -70.4% | +45.8% | -19.6% |
| YTD | -20.1% | -67.2% | +47.0% | -16.1% |
| 1Y | -11.8% | -77.9% | +66.2% | -5.7% |
| 3Y | -10.1% | +128.4% | -138.6% | -21.8% |
| 5Y | -22.7% | +139.1% | -161.8% | -35.7% |
| All | -26.8% | +135.5% | -162.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling