-0.8%
BSX vs OKLO
+262.2%
-263.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +0.1% |
| 7D | -10.1% | -12.2% | +2.2% | -9.6% |
| 30D | -16.4% | -19.7% | +3.3% | -15.7% |
| 3M | -8.9% | -37.4% | +28.5% | -7.5% |
| 6M | -38.3% | -42.3% | +4.0% | -37.4% |
| YTD | -54.9% | -49.5% | -5.4% | -54.1% |
| 1Y | -58.8% | -54.7% | -4.1% | -58.4% |
| 3Y | -21.2% | +249.6% | -270.8% | -32.3% |
| 5Y | -3.3% | +268.1% | -271.4% | -18.5% |
| All | -0.8% | +262.2% | -263.0% | -15.3% |
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