+56.7%
BX vs OKLO
+262.2%
-205.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.2% | +11.6% | +3.2% |
| 7D | -5.6% | -12.2% | +6.6% | -4.7% |
| 30D | -12.2% | -19.7% | +7.5% | -10.9% |
| 3M | +7.4% | -37.4% | +44.8% | +10.6% |
| 6M | +22.2% | -42.3% | +64.5% | +25.6% |
| YTD | -14.0% | -49.5% | +35.5% | -11.2% |
| 1Y | -27.3% | -54.7% | +27.4% | -25.5% |
| 3Y | +24.5% | +249.6% | -225.1% | +3.0% |
| 5Y | +18.9% | +268.1% | -249.2% | -5.9% |
| All | +56.7% | +262.2% | -205.5% | +26.7% |
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