+204.1%
BKR vs OKLO
+262.2%
-58.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.2% | +8.6% | -0.1% |
| 7D | -7.0% | -12.2% | +5.2% | -6.3% |
| 30D | -8.1% | -19.7% | +11.6% | -7.1% |
| 3M | -6.6% | -37.4% | +30.8% | -4.6% |
| 6M | +0.9% | -42.3% | +43.1% | +2.8% |
| YTD | +31.1% | -49.5% | +80.6% | +34.0% |
| 1Y | +27.7% | -54.7% | +82.4% | +29.3% |
| 3Y | +71.2% | +249.6% | -178.4% | +48.7% |
| 5Y | +177.6% | +268.1% | -90.5% | +132.1% |
| All | +204.1% | +262.2% | -58.1% | +162.8% |
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