+223.1%
BMNR vs OKLO
-25.0%
+248.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.2% | +12.6% | +7.8% |
| 7D | +0.2% | -12.2% | +12.5% | +5.9% |
| 30D | +39.9% | -19.7% | +59.7% | +53.4% |
| 3M | +51.5% | -37.4% | +88.9% | +85.2% |
| 6M | +18.9% | -42.3% | +61.2% | +44.5% |
| YTD | -7.8% | -49.5% | +41.7% | +20.0% |
| 1Y | -47.6% | -54.7% | +7.1% | -17.8% |
| All | +223.1% | -25.0% | +248.0% | +428.0% |
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