+145.0%
OKLO vs B
+106.2%
+38.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.3% | -4.0% |
| 7D | +27.3% | -6.2% | +33.5% | +31.7% |
| 30D | -23.1% | -6.6% | -16.5% | -20.6% |
| 3M | -45.8% | -7.9% | -38.0% | -43.7% |
| 6M | -66.8% | -16.8% | -50.0% | -63.8% |
| YTD | -65.9% | -11.7% | -54.3% | -63.5% |
| 1Y | -78.0% | +3.5% | -81.5% | -77.5% |
| 3Y | +137.4% | +165.7% | -28.3% | +104.2% |
| 5Y | +148.2% | +108.4% | +39.8% | +113.2% |
| All | +145.0% | +106.2% | +38.8% | +111.5% |
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