+139.7%
OKLO vs BAX
-64.9%
+204.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -17.6% | +4.1% | -21.7% | -18.0% |
| 3M | -48.5% | -4.5% | -44.0% | -48.2% |
| 6M | -65.7% | +49.2% | -114.9% | -67.3% |
| YTD | -66.7% | +35.2% | -101.9% | -68.1% |
| 1Y | -76.5% | +38.3% | -114.8% | -77.5% |
| 3Y | +132.5% | -19.0% | +151.5% | +128.8% |
| 5Y | +142.8% | -64.2% | +207.0% | +139.6% |
| All | +139.7% | -64.9% | +204.6% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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