+136.0%
OKLO vs B
+121.1%
+14.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.5% | +22.1% | +22.4% |
| 7D | -6.7% | +9.6% | -16.3% | -11.1% |
| 30D | -36.0% | +3.5% | -39.6% | -37.3% |
| 3M | -44.2% | -1.6% | -42.6% | -43.8% |
| 6M | -70.4% | -1.7% | -68.8% | -70.0% |
| YTD | -67.2% | -5.3% | -61.9% | -66.0% |
| 1Y | -77.9% | +27.2% | -105.2% | -79.1% |
| 3Y | +128.4% | +166.1% | -37.7% | +89.6% |
| 5Y | +139.1% | +136.5% | +2.6% | +98.5% |
| All | +136.0% | +121.1% | +14.9% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling