+19.0%
BMY vs OKLO
+333.1%
-314.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -3.2% |
| 7D | -3.3% | +12.4% | -15.7% | -3.4% |
| 30D | 0.0% | -10.6% | +10.5% | 0.0% |
| 3M | +17.7% | -26.5% | +44.2% | +17.8% |
| 6M | +9.6% | -25.6% | +35.3% | +9.6% |
| YTD | +24.0% | -39.6% | +63.6% | +24.0% |
| 1Y | +45.1% | -38.8% | +83.9% | +44.4% |
| 3Y | +22.5% | +318.1% | -295.6% | +12.3% |
| 5Y | +22.3% | +339.7% | -317.4% | +10.9% |
| All | +19.0% | +333.1% | -314.1% | +8.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling