+35.4%
BX vs OKLO
+130.2%
-94.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +0.6% | +1.6% | -1.0% | +0.4% |
| 30D | +14.2% | -17.6% | +31.9% | +15.5% |
| 3M | -18.7% | -48.5% | +29.8% | -15.1% |
| 6M | +2.5% | -65.7% | +68.1% | +9.7% |
| YTD | -18.8% | -66.7% | +47.9% | -13.8% |
| 1Y | -10.3% | -76.5% | +66.2% | -3.0% |
| 3Y | +35.4% | +132.5% | -97.1% | +22.2% |
| All | +35.4% | +130.2% | -94.8% | +22.2% |
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