+48.5%
BAC vs OKLO
+150.9%
-102.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.5% |
| 7D | +2.1% | +6.8% | -4.8% | +1.6% |
| 30D | -6.7% | -27.7% | +21.0% | -5.8% |
| 3M | -20.2% | -43.6% | +23.4% | -18.8% |
| 6M | -0.2% | -65.4% | +65.2% | +3.0% |
| YTD | -6.4% | -65.0% | +58.7% | -4.0% |
| 1Y | -3.1% | -77.5% | +74.4% | +0.6% |
| 3Y | +96.7% | +143.6% | -46.9% | +72.9% |
| 5Y | +21.3% | +154.7% | -133.4% | +3.7% |
| All | +48.5% | +150.9% | -102.4% | +30.1% |
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