+72.2%
BKR vs OKLO
+284.9%
-212.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.3% | -6.3% |
| 7D | -6.7% | +0.1% | -6.8% | -6.7% |
| 30D | -8.3% | -15.2% | +6.8% | -7.6% |
| 3M | -5.4% | -26.2% | +20.8% | -4.2% |
| 6M | +0.8% | -35.0% | +35.8% | +2.1% |
| YTD | +31.8% | -44.4% | +76.3% | +34.1% |
| 1Y | +28.6% | -45.9% | +74.5% | +28.8% |
| All | +72.2% | +284.9% | -212.7% | +46.2% |
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