+160.8%
OKLO vs BAH
-26.0%
+186.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.6% | +12.4% | +14.0% |
| 7D | +14.1% | -1.5% | +15.6% | +14.0% |
| 30D | -22.7% | +17.3% | -39.9% | -22.9% |
| 3M | -44.6% | +14.9% | -59.4% | -44.6% |
| 6M | -63.0% | +14.2% | -77.2% | -62.9% |
| YTD | -62.6% | +5.1% | -67.7% | -62.0% |
| 1Y | -76.2% | +2.1% | -78.3% | -75.8% |
| 3Y | +160.8% | -26.0% | +186.8% | +161.4% |
| All | +160.8% | -26.0% | +186.8% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling