+168.9%
OKLO vs B
+130.4%
+38.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.2% | +9.8% | +12.0% |
| 7D | +14.1% | +11.3% | +2.8% | +8.3% |
| 30D | -22.7% | +2.9% | -25.6% | -23.8% |
| 3M | -44.6% | -2.9% | -41.7% | -43.9% |
| 6M | -63.0% | -1.2% | -61.8% | -62.6% |
| YTD | -62.6% | -1.3% | -61.3% | -62.0% |
| 1Y | -76.2% | +30.4% | -106.6% | -77.7% |
| 3Y | +160.8% | +195.3% | -34.4% | +112.8% |
| 5Y | +172.5% | +146.2% | +26.3% | +122.4% |
| All | +168.9% | +130.4% | +38.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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