-8.5%
BX vs OKLO
-81.5%
+73.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.8% | +12.1% | +6.9% |
| 7D | +8.3% | -18.4% | +26.7% | +10.8% |
| 30D | +13.5% | -38.5% | +52.0% | +19.9% |
| 3M | -7.6% | -48.9% | +41.3% | -0.7% |
| 6M | +4.0% | -67.8% | +71.8% | +16.8% |
| YTD | -15.2% | -69.2% | +54.0% | -6.2% |
| 1Y | -8.5% | -80.3% | +71.8% | +4.3% |
| All | -8.5% | -81.5% | +73.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling