+317.7%
OKLO vs BAM
+78.0%
+239.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.1% |
| 7D | +2.8% | -2.0% | +4.8% | +4.6% |
| 30D | -4.0% | -2.9% | -1.1% | -1.5% |
| 3M | -36.9% | +9.4% | -46.3% | -41.5% |
| 6M | -37.1% | +10.8% | -47.9% | -41.6% |
| YTD | -42.5% | -0.4% | -42.0% | -42.4% |
| 1Y | -40.7% | -10.9% | -29.9% | -34.7% |
| 3Y | +299.1% | +61.3% | +237.9% | +271.2% |
| All | +317.7% | +78.0% | +239.8% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling