+83.6%
BAC vs OKLO
+312.7%
-229.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.2% |
| 7D | +1.1% | +2.8% | -1.7% | +1.0% |
| 30D | -0.4% | -4.0% | +3.6% | -0.4% |
| 3M | +16.9% | -36.9% | +53.8% | +18.5% |
| 6M | +26.6% | -37.1% | +63.7% | +27.8% |
| YTD | +15.8% | -42.5% | +58.3% | +16.9% |
| 1Y | +27.2% | -40.7% | +67.9% | +27.2% |
| 3Y | +132.4% | +299.1% | -166.7% | +101.3% |
| 5Y | +72.6% | +317.3% | -244.7% | +45.7% |
| All | +83.6% | +312.7% | -229.1% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling