+156.8%
BITO vs OKLO
+249.6%
-92.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +1.0% |
| 7D | -3.4% | -12.2% | +8.8% | -2.2% |
| 30D | +21.4% | -19.7% | +41.2% | +24.0% |
| 3M | +20.5% | -37.4% | +57.9% | +25.8% |
| 6M | +7.4% | -42.3% | +49.7% | +11.8% |
| YTD | -13.9% | -49.5% | +35.7% | -9.3% |
| 1Y | -35.1% | -54.7% | +19.6% | -31.8% |
| 3Y | +156.8% | +249.6% | -92.8% | +112.2% |
| All | +156.8% | +249.6% | -92.8% | +112.2% |
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