+63.4%
BX vs OKLO
+333.1%
-269.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -2.0% |
| 7D | -2.0% | +12.4% | -14.4% | -2.9% |
| 30D | -2.3% | -10.6% | +8.2% | -1.6% |
| 3M | +18.5% | -26.5% | +45.0% | +20.6% |
| 6M | +23.7% | -25.6% | +49.4% | +24.8% |
| YTD | -10.4% | -39.6% | +29.3% | -8.6% |
| 1Y | -19.6% | -38.8% | +19.2% | -19.3% |
| 3Y | +30.8% | +318.1% | -287.3% | +6.8% |
| 5Y | +24.3% | +339.7% | -315.3% | -2.8% |
| All | +63.4% | +333.1% | -269.7% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling