+299.6%
OKLO vs BAX
-67.2%
+366.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.5% | -6.2% |
| 7D | +0.1% | -5.4% | +5.5% | +0.8% |
| 30D | -15.2% | -12.4% | -2.8% | -13.7% |
| 3M | -26.2% | +19.1% | -45.3% | -27.7% |
| 6M | -35.0% | +38.6% | -73.6% | -37.5% |
| YTD | -44.4% | +26.7% | -71.1% | -46.3% |
| 1Y | -45.9% | +1.0% | -47.0% | -47.1% |
| 3Y | +284.9% | -33.9% | +318.8% | +282.2% |
| 5Y | +305.3% | -67.0% | +372.3% | +303.5% |
| All | +299.6% | -67.2% | +366.8% | +297.9% |
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