-42.4%
OKLO vs BAH
-26.7%
-15.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +7.7% | -1.3% | +9.0% | +7.7% |
| 30D | -4.3% | -6.6% | +2.3% | -4.1% |
| 3M | -24.6% | -7.2% | -17.5% | -23.3% |
| 6M | -31.1% | -10.0% | -21.1% | -29.7% |
| YTD | -40.7% | -12.5% | -28.2% | -38.0% |
| 1Y | -42.4% | -27.9% | -14.5% | -43.8% |
| All | -42.4% | -26.7% | -15.7% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling