+48.0%
BAC vs OKLO
+144.5%
-96.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | -0.1% |
| 7D | +1.5% | +27.3% | -25.8% | +0.5% |
| 30D | -6.4% | -23.1% | +16.7% | -5.6% |
| 3M | -21.7% | -45.8% | +24.2% | -20.2% |
| 6M | +0.5% | -66.8% | +67.3% | +3.9% |
| YTD | -6.7% | -65.9% | +59.2% | -4.3% |
| 1Y | -4.7% | -78.0% | +73.3% | -1.0% |
| 3Y | +96.1% | +137.4% | -41.3% | +72.4% |
| 5Y | +21.7% | +148.2% | -126.5% | +4.1% |
| All | +48.0% | +144.5% | -96.5% | +29.8% |
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