+313.5%
OKLO vs BAH
-8.3%
+321.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.6% |
| 7D | +2.8% | -3.2% | +6.1% | +2.9% |
| 30D | -4.0% | +2.0% | -6.0% | -4.0% |
| 3M | -36.9% | -7.6% | -29.3% | -36.5% |
| 6M | -37.1% | -5.7% | -31.5% | -37.0% |
| YTD | -42.5% | -11.7% | -30.8% | -41.8% |
| 1Y | -40.7% | -27.4% | -13.3% | -40.0% |
| 3Y | +299.1% | -32.5% | +331.7% | +300.5% |
| 5Y | +317.3% | -3.3% | +320.6% | +311.0% |
| All | +313.5% | -8.3% | +321.9% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling