+145.0%
OKLO vs BAX
-65.0%
+210.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -5.1% |
| 7D | +27.3% | +0.4% | +27.0% | +27.4% |
| 30D | -23.1% | +3.4% | -26.5% | -23.4% |
| 3M | -45.8% | -4.5% | -41.4% | -45.5% |
| 6M | -66.8% | +44.0% | -110.8% | -68.2% |
| YTD | -65.9% | +34.9% | -100.8% | -67.3% |
| 1Y | -78.0% | +37.9% | -115.9% | -79.0% |
| 3Y | +137.4% | -17.1% | +154.5% | +133.7% |
| 5Y | +148.2% | -64.3% | +212.5% | +145.0% |
| All | +145.0% | -65.0% | +210.0% | +142.1% |
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