+171.7%
OKLO vs BAM
+90.5%
+81.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.3% | +11.6% | +12.1% |
| 7D | +14.1% | +5.3% | +8.9% | +9.6% |
| 30D | -22.7% | +18.1% | -40.7% | -32.9% |
| 3M | -44.6% | +4.2% | -48.8% | -46.6% |
| 6M | -63.0% | +11.1% | -74.1% | -66.3% |
| YTD | -62.6% | +6.6% | -69.2% | -64.9% |
| 1Y | -76.2% | +6.2% | -82.4% | -77.4% |
| 3Y | +160.8% | +95.0% | +65.8% | +128.1% |
| All | +171.7% | +90.5% | +81.1% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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