+54.7%
BMNR vs OKLO
-28.1%
+82.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +3.1% |
| 7D | -8.5% | +0.1% | -8.6% | -9.0% |
| 30D | +33.8% | -15.2% | +48.9% | +44.9% |
| 3M | +54.7% | -26.2% | +80.9% | +81.8% |
| All | +54.7% | -28.1% | +82.8% | +81.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling