+97.3%
BAC vs OKLO
+161.3%
-64.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.0% | -11.7% | +1.8% |
| 7D | +2.0% | +14.1% | -12.1% | +1.3% |
| 30D | -6.9% | -22.7% | +15.7% | -6.2% |
| 3M | -19.6% | -44.6% | +25.0% | -18.2% |
| 6M | -0.5% | -63.0% | +62.5% | +2.4% |
| YTD | -6.6% | -62.6% | +56.0% | -4.5% |
| 1Y | -3.0% | -76.2% | +73.2% | +0.4% |
| 3Y | +97.3% | +160.8% | -63.5% | +74.4% |
| All | +97.3% | +161.3% | -64.0% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling