+318.1%
OKLO vs BAH
-32.1%
+350.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.0% |
| 7D | +12.4% | -4.3% | +16.7% | +12.5% |
| 30D | -10.6% | -4.5% | -6.1% | -10.4% |
| 3M | -26.5% | -7.6% | -18.9% | -25.9% |
| 6M | -25.6% | -10.6% | -15.0% | -25.0% |
| YTD | -39.6% | -12.6% | -27.1% | -38.6% |
| 1Y | -38.8% | -27.0% | -11.8% | -37.8% |
| 3Y | +318.1% | -31.5% | +349.5% | +319.6% |
| All | +318.1% | -32.1% | +350.2% | +319.6% |
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