+25.1%
BX vs OKLO
+310.9%
-285.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.5% |
| 7D | -5.7% | +7.7% | -13.4% | -6.2% |
| 30D | -8.9% | -4.3% | -4.6% | -8.7% |
| 3M | +8.4% | -24.6% | +33.0% | +10.1% |
| 6M | +18.9% | -31.1% | +50.0% | +20.7% |
| YTD | -13.6% | -40.7% | +27.0% | -11.8% |
| 1Y | -22.4% | -42.4% | +20.0% | -21.8% |
| All | +25.1% | +310.9% | -285.8% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling