+83.3%
BAC vs OKLO
+298.8%
-215.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.8% | -15.2% | +13.4% | -1.3% |
| 3M | +15.3% | -26.2% | +41.5% | +16.2% |
| 6M | +30.2% | -35.0% | +65.2% | +31.2% |
| YTD | +15.6% | -44.4% | +60.0% | +16.8% |
| 1Y | +27.5% | -45.9% | +73.4% | +27.9% |
| 3Y | +137.0% | +284.9% | -147.9% | +105.6% |
| 5Y | +75.6% | +305.3% | -229.7% | +47.5% |
| All | +83.3% | +298.8% | -215.5% | +58.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling