+147.5%
OKLO vs BAM
+80.8%
+66.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -3.7% |
| 7D | +27.3% | -2.0% | +29.3% | +30.0% |
| 30D | -23.1% | +13.7% | -36.7% | -31.1% |
| 3M | -45.8% | -4.8% | -41.1% | -43.8% |
| 6M | -66.8% | +7.6% | -74.4% | -68.9% |
| YTD | -65.9% | +1.2% | -67.1% | -66.6% |
| 1Y | -78.0% | -2.3% | -75.7% | -77.7% |
| 3Y | +137.4% | +84.1% | +53.3% | +116.7% |
| All | +147.5% | +80.8% | +66.7% | +126.0% |
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