+145.0%
OKLO vs BAH
+9.6%
+135.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.5% |
| 7D | +27.3% | -2.6% | +29.9% | +27.3% |
| 30D | -23.1% | +20.4% | -43.4% | -23.3% |
| 3M | -45.8% | +11.9% | -57.7% | -45.9% |
| 6M | -66.8% | +17.1% | -83.9% | -66.8% |
| YTD | -65.9% | +5.5% | -71.5% | -65.6% |
| 1Y | -78.0% | +5.6% | -83.6% | -77.8% |
| 3Y | +137.4% | -26.5% | +163.9% | +138.1% |
| 5Y | +148.2% | +6.5% | +141.8% | +147.2% |
| All | +145.0% | +9.6% | +135.4% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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