+83.6%
BAC vs OKLO
+325.7%
-242.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.5% |
| 7D | +0.6% | +7.7% | -7.1% | +0.3% |
| 30D | -1.4% | -4.3% | +3.0% | -1.3% |
| 3M | +15.7% | -24.6% | +40.4% | +16.6% |
| 6M | +32.2% | -31.1% | +63.3% | +33.0% |
| YTD | +15.8% | -40.7% | +56.4% | +16.7% |
| 1Y | +27.3% | -42.4% | +69.7% | +27.4% |
| 3Y | +137.5% | +310.9% | -173.5% | +105.5% |
| 5Y | +73.1% | +332.6% | -259.6% | +45.0% |
| All | +83.6% | +325.7% | -242.1% | +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 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